If you can get them for a decent price, or a price you are willing to pay, then buy them. Each one is different enough to play through, and going through the series you can see ties and connections to how the series has changed over time - as every game changes things up a bit. There is no better or worse entries in Final Fantasy games, each game is different in it's own way, and that's all there is. Some people don't like certain things and blame the series for changing, but that's what the series does is change.
FF the First - Choose a group of four out of six class choices. Each class has perks, and can equip only certain items. Magic users can only equip three magic spells per magic spell level, and can only cast each level of magic a certain number of times per day based on character level. It's an interesting magic system, one that I believe may only appear again in 3 (?) and then disappear from the series after, not to be seen again.
FF 2, the real one, but remade a bit for origins disc - No standard classes for your main characters, however there are guest characters, who while start as strict classes may be changed over time - there are no character levels, and instead your characters' stats change over time, if you use more magic with a character that character's magic will increase, (magic uses a MP point system) if your character takes a lot of damage but keeps standing then their health will increase. It's a very grindy system, but it is very unique for the series, and I like it. Magic spells level with use. Any character can use any weapon, but characters start with low weapon skill and characters get better with each weapon type as they use them. Also uses a nice keyword conversation thing, where as you progress you'll learn key words that you can then choose to talk about with NPCs, which will lead to different conversations and information - which I don't think ever appears again.
FF 4 - Set character classes, a stronger story, set characters and character development. Characters will level up, and as they do they will learn set skills and magic. Only certain characters can use certain weapons. The story moves on as do some characters. Magic uses MP. Each character has their own class and can perform certain skills or magic because of it. It's one of my favorite. Unique party of 5.
FF 5 - The character job system returns from 3, only over hauled and updated. You have four characters and you have job classes you can unlock over progression. Any of your four characters can freely switch (outside of combat) from any one job class to another that's unlocked. Each job class has it's strengths and weaknesses, each one can only use certain weapons and armor. Also, as a character uses a Job them unlock the ability to use skills from the job while using another job class. For instance a level 3 White Mage can switch over to a Thief and then choose to continue to use level 3 white magic. Very strong job class system. Also, like most FF games, magic uses MP. Job class changes do not appear in too many FF games - 3, 5, Tactics, and 10-2.
FF 6 - A large cast of characters, each starts as a certain class, but once espers enter game play you can adapt any character as you see fit (over time). Magic uses MP, characters start with certain skills or magic. With espers characters can learn more skills and magic, each esper has it's own skills and magic that they can teach. Any character can use an Esper. This relationship appears again in 8.
As for Final Fantasy 3, I believe the only ways to play it are on Nintendo DS, Sony PSP, and a Tablet - for the remake (which while I haven't played as of yet, it seems like the way it should really be approached.) however for it's original release version problem only a fan translated thing that people frown at about mentioning on this site.
As for the series on the Playstation and after. Each one is it's own thing. They are all JRPGs to different extents, use different systems, but as the series goes on connections can be made to systems used and other little connections. 7, 8, 9, 10 don't let anyone tell you how you should feel about them. If you're interested, try them. 10-2 is it's own case however, where it comes with a warning, the story is grating, the characters them selves are grating, however the combat, and the job system, are very well done and worth playing, as long as you can ignore and even like the story and characters.
