There is a bit of a continuing story in Splinter Cell, but for the most part, each one is its own story. I'd say I was fairly unimpressed with Pandora Tomorrow and Double Agent, but neither is bad. Conviction is very different from the games before it but still plenty of fun, and Blacklist somehow manages to marry Conviction's gameplay with the classic gameplay of the series in a modern way, but Michael Ironside was battling cancer at the time, so Fisher was unfortunately recast. If you're asking the average person which one is best, most will say Chaos Theory, and then you'll get a contingent of people such as myself who prefer Blacklist, but CT is still great.
As for the old Baldur's Gate games, no better time than now to go through them. I'm inching closer to finishing 2 after beating 1 earlier this month. They're great.