Well, if you wanted to start from the beginning you could pick up Final Fantasy Origins. I think that's on PSN. It has enhanced versions of the first two games. However, I would recommend playing the games in their original form without all the bells and whistles added in later. But that's just because I have a hang-up about that.
Otherwise, I think starting with Final Fantasy IV is the best option. But I'm unsure if that's on PSN.