I did. For a while I had never finished the early ones. I got IV on GBA for my DS, then played through V, finished VI for the first time, then did the same for FFI & II. III and XII came out and I had all of them, and I played those. When I beat XII, I thought it was a good opportunity to restart and finally finish FFTactics, having just gone through a big part of Ivalice. When that was done, I got the idea in my head to play through them all in order.

Similar to what Wolf said, it was exciting to start a new game because you immediately see the progress made of each FF. It's also cool b/c the customization systems become more advanced up until IX, X, and XII where they're all just really well polished.

Have fun!