I always suggest going in order cause it helps you appreciate what the series has accomplished as each new title takes what the previous title did and builds upon it (for the most part).

I don't even think difficulty is a problem anymore as the easily accessible GBA/PSP versions of FFI and II are stupid easy. Most of the older titles also have great graphical upgrades from the ports (except the SNES ones minus IVDS) so I doubt even graphical issues will ensue. As long as you give them the heads up on GameFaqs most people can easily coast through the series with a little patience. At this point it just comes down to whether the person likes the game or not at which point I also suggest that you should stop and skip over when you get bored. You should play them in order but I don't necessarily feel you need to finish them in order.