Final Fantasy XI is on Microsoft consoles, because it is an MMO...
I've played all the Final Fantasy games, because it's my 3rd favorite franchise... My favorites are VIII, X, VII, VI and XI...
I suggest you go in order, the NES ones are simple RPG with no significant story, that started with the SNES ones...
Interesting things, Final Fantasy always had 3 main RPGs in different generation consoles:
NES: I, II, III
SNES: IV, V, VI
PS1: VII, VIII, IX
PS2: X, X-2, XII (XI was an MMO more popular on PC platforms)
Now, not only they're releasing XIII on more than 1 platform, it may be that this gen only sees 1 or 2 main games...







