Fuck you and the PSP version of FF!

Well, only kidding about the part about fuck you but not about the PSP version of FF.

IMO, I think these are the versions you should play.

FF (NES, if you want visuals, play the PS1 version and turn of the revive in battle, dashing and auto target settings and it'll be like playing the NES version only the fiends have more HP, NES has the bonus of fast forward if you're emulating)
FFII (NES, though I don't care if you play the GBA or PSP versions as FFII's grinding really is that annoying, GBA > PSP because you can fast forward if you're emulating the GBA)
FFIII (NES)
FFIV (Original Japanese SNES, there is a fan translation patch for it)

as for every other FF after those four, it doesn't matter what version you play.