Stay far, FAR away from anything before Final Fantasy VI, unless you are a classic JRPG fan. Those games are not a real good way to introduce someone to the series.

I echo Miss Tifa's Boobs above me, and say that Final Fantasy IX or Final Fantasy VII would be the way to go, though I would push to play Final Fantasy IX myself. Both of them are available for download for $9.99 from the Playstation Store Shop, and you can put them on your PSP or your PS3 to play as you wish! You could even pick up both games and pick whichever one suits you better.