The first Nightmare and New Nightmare were all "darker" Freddy. It was the ones in between and Freddy vs. Jason (which, personally, I liked) where he started to go more as a goofy-type monster.
The first Nightmare was my favorite, and it certainly had a darker tone than the later ones. As the films went on, the comedy seemed to increase. I always liked the whole idea of the movies about someone attacking you in your dreams. The Nightmare films have always been my favorite of the horror series films.