(well, maybe minus Lomax and Paintball as they aren't IRS)
I would recommend going with the PlayStation version of Lomax, myself. The Microsoft Windows version is a hobbled port of it, and it lacks transparencies - these elements are displayed as solid in the Windows version, and considering the fact that some levels use translucent foreground effects very heavily, your vision would be impaired quite badly.
I do very highly recommend the game, though. It's my second-most-favourite game in the Lemmings series, though it's just about tied with the first...
and I haven't played a single Lemmings 3D level yet (admittedly I'm still not sure if I'll like doing the game in 3D).
... Which just so happens to be Lemmings 3D.
I love it, myself - it challenges you to think of the consequences of the lemmings' actions in multiple dimensions, and it's really quite refreshing. It's also devoid of some of the more frustrating aspects of the titles that came before it (for example, levels where you you mess up late on and just use replays to skip up to that point on your next attempt are counted as having been completed "properly", unlike The Lemmings Chronicles, and there are never any instances of expecting you to know obscure/convoluted tricks in order to pass a level). Just bear in mind that it's block-based instead of pixel/tile-based, and it all falls into place quite nicely.
If you're going with the MS-DOS version, be sure to check all of the keyboard/mouse commands first, though. Whilst I always found them to be nicely intuitive, some folks seem to find them confusing. Same for the equally-intuitive PlayStation version, too, really.