Tactics, 7, and 9 are probably the 3 best games in the series. 7's graphics have aged horribly though. 9 is probably the best bet for your first FF, as it's the personal favorite of a lot of people on the board and it's really good looking for a PS1 game.
--
http://backloggery.com/genesistwilight/sig.gif
http://h4.abload.de/img/hghdeadpoolbth7.gif