WotL is superior in every way except for the fact that there is a very noticeable slowdown in the in battle skill animations. After a little bit I got used to them and they didn't bother me, but FFT isn't a fast action packed game to begin with and I can easily see them turning people off. Just watch a youtube clip of both games begin played to see what I mean.

Advance is a completely different game, and though highly regarded I don't like it. There is somewhat of a contingent that likes FFT but not FFTA, but it is rare to hear of people who don't like FFT but do like FFTA. So FFT is the place to start.