FFIV (1st)- I really liked the DS remake of this version. If you like chibi sprites you will probably enjoy this. This is also very enjoyable to play on any version of any system it has come out on. I would recommend DS #1 choice, emulator #2, SNES #4, GBA #5, PSX #6.

FFV (2nd)- Another extremely good entry to the FF series, I would recommend playing it on an emulator of all the choices you have available to you. (Spend the money you would on the game on a wireless game pad & cable to connect your PC to your TV), assuming having a modded game system isn't an option for you.

FFIII (3rd)- I really liked the DS remake of this version. If you like chibi sprites you will probably enjoy this. If you are not going to play it on the DS I would say it is much more skip-able (moves to probably just above FFII)

FFI (4th)- I really liked this game for the retro feel, despite the fact I wan't into FF until well after it's day. It can't really be compared to modern games, as the combat system and plot are very under-developed. And also be prepared for a MUCH steeper difficulty curve than any other FF you have played. (You will get game overs from random mechanics from time to time). I enjoyed it, and so have many others, but it would be understandable to skip.

FFII (5th)- I wouldn't play this unless you get it with FFI as the PSOne, 'FF Origins'. The leveling system is just too broken for me to take it seriously as a game, I just exploited it to become ridiculously strong and just play through the game too see what happens.