Play the demos if you are interested in purchasing the games, otherwise don't bother.
The Jett Rocket and ThruSpace demos basically just give you the training stages, so they'll give you an idea what the games are like but they, themselves, aren't very enjoyable. The Bit.Trip.Fate demo has the first two levels minus the second boss. I didn't play the And Yet It Moves demo since I have it, and I wouldn't recommend it because it's dull.