You should start with the system you like best. I'll leave it up to you to choose which systems .
From there :

NES: FF1
Game Boy: DOS,Tactics Advanced , I'm leaving legends out of this
SNES: FF4, FF6, Chrono Trigger
Playstation: FF7, FF5, Xenogears, FF Tactics, FF9, FF2, FF8, Chrono Cross
PS2:FF10, FFX-2, Kingdom Hearts