I've never played an XCOM game, so I have no idea which ones are better. The old ones look pretty neat, but so do the newer ones.
Short listing for your benefit:
X-Com: UFO Defense - The original. Good enough that it made the rest of the series happen. Remember to get patches and/or Open X-Com unless you want the authentic experience of not actually being able to select your difficulty level, among other things.
X-Com: Terror From The Deep - This is literally a reskin of UFO Defense. That said, if you like UFO Defense a reskin may not be a bad thing. TFTD is also where most of the reputation of X-Com as the most hardcore turn-based strategy game ever made comes from, due to the aforementioned difficulty glitch causing MicroProse to have UFO Defense Superhuman equal TFTD Beginner.
X-Com: Apocalypse - A bit different, the last of the Holy Three Originals for most people. Apoc happens all in one city and has a faction system beyond "kill ayys get $". Also has a RTS mode of dubious use.
X-Com: Interceptor - Never played this one myself, is more focused on a spaceship simulator than traditional X-Com. I've seen some people hate on it but it seems at least liked by the majority.
X-Com: Enforcer - Never played this either, it's a third-person shooter supposedly set during UFO Defense. Most people say it's pretty shit, but the people who like it always strongly advocate for it.
UFO: Aftermath/shock/light - A trilogy of 3D games that are pretty gratuitously X-Com even though they aren't set in it. RTS instead of TBS. Also known for stories of bizarre and horrifying glitches like uninstalling Steam in the background. Pretty good otherwise,
very fleshed out story compared to OldCom and does original things too, so not wholly derivative.
Xenonauts - Speaking of wholly derivative, if you're an OldCom purist this right here is your best bet for reclaiming That Feel. Xenonauts is independent but basically what happens when you get a bunch of people who love UFO Defense together and tell them to make a video game. Less original plot and mechanics than UFO: Afterblank, but doesn't pull punches in the way that only a person who bases things more off the memory of TFTD than the reality would. Critical acclaim.
X-Com: Enemy Unknown/Within - Also known as NewCom or FiraxCom. Series reboot. Well liked with some prominent exceptions. Mechanics only thematically based off of OldCom, but in the details are their own thing. Actually has set characters and dialogue, which pretty much none of the other mainline games do.
X-Com 2 - That's what this thread is about.
X-Com: The Bureau - 2K Interactive's...uh..."attempt" at X-Com. Absolutely infamous for having been the announced reboot before Enemy Unknown that was basically shot down and rebuilt due to fan outrage alone. Ultimately became a third-person squad shooter ala Mass Effect. Earliest setting of any invasion game listed here, in the 1960's. Perspective of a single solider working for the original X-Com Project. It apparently managed to redeem itself in the eyes of a few. I'm actually still playing through this one, can't say I'm really engrossed yet, but the option to wear a hot pink tie is a mark in its favor.
Lazer Squad - A 1988 game that created the style that the invasion games have used ever since. Kind of obscure. I know nothing more than that.