People seem to fail to realize that FF, FFII, FFIV, FFV, and FFVI were also on the PSOne, which can be played on the PS2. I personally would go with FFVI because it is probably the best in the series prior to the PS2 FF's. The best thing is that you can pick up both FFV and FFVI in Final Fantasy Anthology for $20. FFIV comes with Chrono Trigger for $20 as well in Final Fantasy Chronicles. Go to amazon for these games.

Here, I'll even link them to you.
http://www.amazon.com/s/ref=nb_ss_gw/105-5080070-0599638?url=search-alias%3Daps&field-keywords=final+fantasy+anthology

FFVIII, FFIX, FFX, and FFXII are also $20. You can easily pick up all the FF's on the PS2 with the exception of FFIII and FFVII because of one only being on the DS and the other being way overpriced, respectably.

Kreatzion

Good call, I'd actually suggest IV or MAYBE VI. If you're just trying to get your feet wet, IV is good place to start. There's very little complicated customization, the story is awesome and the characters are intriguing. I'd say you're hard pressed to find a more accessible pick up and play FF game.

I hated FFXII, there, I said it. I liked the turn based combat of old. It was what Final Fantasy was known for. If they brought that back, I'd be thrilled, that said, it's not going to happen. I liked that the story was the main focusand that combat was less scattered. Oh well, I'll probably buy it anyway.

MGS -It's grahic imporvement over the standard as well as its insane story and sick bosses kept you palying again and again. It deserves credit for if not creating theessentially perfecting the stealth genre.

MGS 4 - While the levels were short and twists and turns somewhat predicatable (as soon as the System was mentioned I out loud said "This will end poorly"). However, I haven't felt as connected to a game or as invested in plot in any game ever.At the end, there were times I even got a little choked up, yeah I said it.

MGS2- My problems with MGS2 and 3 are essentially the same, the lack of actually being Solid Snake. While Raiden and Naked Snake were both good characters, I always simply enjoyed being Solid Snake more. Though rocking a sword was sweet.

MGS3 - There are no flies on this game, I simply enoyed it the least, but the boss battles are likely the best of any MGS game. The story was definitely interesting, and gives you a lot of important background, but it just didn't grab me like the other games.