I just finished playing every Halo game start to finish (excluding Halo Wars) on Heroic difficulty. It was a 29 hour adventure over the course of 2 days. I did it in order and it was epic. (Halo Reach, Halo 1, Halo 2 up till the end of metropolis, Halo 3 ODST, Rest of Halo 2, Halo 3) IT WAS F!@#$% AWESOME.
I really like Halo. For Reach and Halo 3 I played through with my friends which helped lower the time needed. I hope to do it all solo without breaks at some point but I will need serious amounts of energy drinks.
It was still awesome to watch all the games flow together. They really do piece together quite nicely.