Ryu ga Gotoku/Yakuza is one of my favourite series, i remember waiting like a madman in 2006 the release of the first game.
I even bought a japanese ps3 to play RGG3 as soon as possible, i have played Kenzan, 3 ,4 and Of the End in japanese with a guide.
I haven't played 0 because honestly i have stopped playing videogames, but i have only read good things about it.
If you like the story and the setting of the game i suggest you to play the first 2 games of the series, by far the best story, they had an actual yakuza crime writer to write it.
To the biggest fans i recomend to play RGG Kenzan, it's japanese only, but you can play it with a great guide on gamefaqs and there is even a group that subbed the videos.
Probably my favourite game ever, the best samurai game that's for sure, so many manly tears shed...