[quote name='ihadFG']Is the first Yakuza still worth playing through, or should I just jump right into 3 or 4?[/QUOTE]
The first game isn't bad, but it has some major flaws. The story is too bogged down with pointless crap. I don't care about helping Date's daughter or Kage's son nor do I feel like going to like 5 different places to get one item. I just want to get back to what happened with the 10 billion yen and Yumi. All that stuff was clearly put there to extend the game length, and you start to feel the drag. Also the combat is severely lacking. There's pretty much no lock on so you spend at least half of every fight punching the air. Finally the loading times are horrible.
I'd say just skip to the second game. It fixes pretty much all these problems.