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I played them in pretty much numerical order and I found my ordering fine, here is what I did (remember it did it in 2008, so games have been added since):

I & II (GBA) > III (DS) > IV (DS) > Tactics Advance (GBA) > V (GBA) > VI (GBA) > VII (PSX) > VII DoC (PS2) > Tactics (PSX) > VIII (PSX) > IX (PSX) > X (PS2) > X-2 (PS2) > Tactics A2 (DS) > XI (PC) > XII (PS2)


Also, for VI (IMO the best), get it on the Wii's virtual console, instead of on the GBA. Not only is it a fraction of the price, the original has better music. You will just miss out on a few added sidequests to the GBA version. Don't get the PSX version as it has horrendous load times.