Think it was pretty much this order, might be wrong on some in the middle though:

Mystic Quest - During SNES era, first FF (as it was the only one that made it to Europe), didn't finish
VIII
VII
VI
IV
IX
X
V
I
II
III - didn't finish until way later

And then pretty much the order they release in, with the exception of XI which I couldn't play at first because it needed a credit card which I didn't have at the time, I played that..somewhere between XII and XIII I'm pretty sure.

Didn't include spin-offs because apart from the ones I played when they released I honestly couldn't tell you when I played them.