Zelda and Final Fantasy are my two favorite series by far. For a long time I would have put FF at #1, but due to recent entries by both series, I might have to give the slight edge to Zelda. I mostly play them for different reasons though. For me Final Fantasy games have great stories and turn based combat, while I really love the action + exploration + rpg elements of a good Zelda game.
I have a feeling, Dulfite, that we'd have pretty similar tastes in Final Fantasy games, but drastically different taste in Zelda games. Here is how I'd rank the games that I've played
FF Tactics (awesome story and deserves to be part of main series)
FF11 (hard to rank since it's MMO)
FF13 Lightning Returns
FF8 (great story, terrible gameplay)
Breath of the Wild
Link to the Past
If you are interested in Final Fantasy 1&2 I know they are available on both GBA and PSP. FF1 is also available on the NES mini. Personally I didn't like the GBA version (too easy?), but I've heard the PSP version is good. I have played the NES mini and it is extremely faithful to original game play. At any rate, Final Fantasy didn't really become story oriented until Final Fantasy 4 & 6. (FF5 is not story oriented.) I really like the game play of FF1, but it is very story light compared to what the series eventually turned into.