You can play all of them except for FFIII on the PS2.
Final Fantasy I (Final Fantasy Origins) - PS1
Final Fantasy II (Final Fantasy Origins) - PS1
Final Fantasy IV (Final Fantasy Chronicles) - PS1
Final Fantasy V (Final Fantasy Anthology) - PS1
Final Fantasy VI (Final Fantasy Anthology) - PS1
Final Fantasy VII - PS1
Final Fantasy VIII - PS1
Final Fantasy IX - PS1
Final Fantasy X - PS2
Final Fantasy X-2 - PS2
Final Fantasy XI - PS2
Final Fantasy XII - PS2 (release date is later this year)