ALL of them have fantastic stories, even Wars, despite how much I don't like playing it.
With Halo 4, you'll have fun with the multiplayer, but if you haven't played Halo 1, 2, 3, and Reach, you won't get the right feel for the story. I definitely recommend getting them all. Start out with Reach, then go on to Halo 1, Halo 2, ODST, Halo 3, and then Halo 4. Leave out Wars if you want.