I've only beaten Contra 3 & 4, so I don't know about the first 2. While Contra 4 has 9 stages compared to Contra 3's 6, Contra 4's stages are mostly shorter. I think it is a bit longer overall though (and harder). Contra 4 seems to give you extra lives more often though. When I play through the game I often (at least once every playthrough) have moments where I'll screw up really badly and lose 3 or so lives in the span of 20 seconds, but still end up finishing the game with about 10 or so lives.