What are all the Splinter Cells in order? I want to buy them that way.

Splinter Cell: Stealth Action Redefined (SC1)
Splinter Cell: Pandora Tomorrow
Splinter Cell: Chaos Theory
Splinter Cell: Double Agent
Splinter Cell: Essentials (PSP only)
Splinter Cell: ConViction

Hope this helps! BTW, all except Essentials are playable on the Xbox 360 with the backwards compatibility updates. They are also available for PS2 and PC, I think.