There's two main series, so have fun trawling through that pile of shit, "Call of Duty: Finest Hour". I'm particularly fond of the segment where you're running through tunnels that are too dark to see in (even with gamma cranked) and being attacked by an endless stream of respawning Nazis.
Don't forget to pick up United Offensive for the first Call of Duty. It's a neat little bit of foreshadowing to Big Red One and Call of Duty 3 in design and on the whole, I found it to be better than the original game. Just watch out for the seemingly endless waves of enemies at the mansion...there's a level that's twice as long as it needed to be.
I still haven't played through the handheld games, but I'm not really sure I want to. Call of Duty 4 is a bit wonky to control on DS, Call of Duty on NGage is slower than molasses and I'm struggling to justify the purchase of Road to Victory on PSP since it never seems to show up for a price that I'd be willing to pay (<$10/new)..
He means Call of Duty world at war. developed by Tryarch, not inifinty ward."
The joke being that there's no game titled, "Call of Duty 5" and that there's more than 5 Call of Duty games. Also, Infinity Ward wasn't happy that Call of Duty 3 was given that name, as there was an unwritten agreement that Call of Duty 4 was actually going to be titled "Call of Duty 3". Infinity Ward even left the executable as IW3?p.exe.
Activision sure made a cute little mess when they decided to start screwing with the numbering system. For as much as EA has botched the Medal of Honor series, at least they had the common sense to not try to tack numbers on them.