Back in the late 90s I had the first two series but sold them (along with everything else I owned at the time) for money to move to Canada on. The only one I still have is Ghost Face, because without realizing it I'd already packed him up before I started selling them off.
I think my favorite was the Leatherface figure with the bucket of body parts. Though I also dug the Jason figure because his hockey mask was removable. I'd love to re-collect them, though. And speaking of McFarlane Toys, the year after I moved back from Canada my younger sis bought me the McFarlane Metallica figures. Still have those, too.