Yes, 1 & 2 Dawn of Souls is the same as the NES games.

III DS is the way to go.
IV DS or Advance for that. DS has the same game, but with Augments and Advance has party switching at the end and a post game.
V and VI Advance is so the way to go with that.
VII, VIII, and IX PSOne
X PS2.

And for the most part, Final Fantasy games are stand alone and there is no "Saga" so to speak.