These are the ones I have, all for PSX:

FF1 & FF2 (FF Origins)
FF4 (FF Chronicles, along with Chrono Trigger)
FF5 & FF6 (FF Anthology)
FF7
FF8
FF9
FF Tactics

Most of those should be fairly easy to find, except for Anthology. My uncle wanted to buy me Anthology for Christmas once, but he couldn't find it so he just gave me money--that day, I went to one store that said that they had gotten their only copy in that same day, so I bought it then. That's the one and only copy I've seen being sold, except on ebay. So ebay's probably your best bet for Anthology, but I would definitely recomment getting that, seeing as many people who've played 6 believe it to be the best FF.