I have 1, 2, 3, 4, 5 and 6.
2 was one of my first games for PS1, I got from a cousin.
And yes 6 lets you drive a the lunar rover on The Moon. Overall the gameplay seems less linear than in previous versions. License tests seem to have been merged with the races into categories like "national A" "international B" "super"... The levels seem to have disappeared, which I'm not very happy about. I think I like 5 more, and I also think the car handling seems more similar between the two versions than what I expected from what I've read about 6. I could hardly notice much of a difference in the graphics, in fact I was puzzled by some moments when I was driving, looking back at other cars, and seeing their headlights not lighting up the ground, which looked very odd when mine did.
But I haven't played throught it yet so I'm still a bit unsure.