Top favorites for me. FFVII, FFVIII, FFX, FFIV, FFVI, FFIX.
Also, about FFIII and FFVI. Apparently (now I haven't played it on GBA but), the sound quality of FFVI is crap on the GBA. I can attest of that for FFIV on the GBA. However, FFIV on the DS has great sound and voiceovers. If you're to play FFVI you should probably play it on emulator. FFIII is outdated but is the best of the first 3 (most well made), and it's remade in 3D on the DS with good graphics (same as FFIV DS). It also has some great music. FFI is the root of the series, so think of it as a pick-up-and-play experience. It has a good difficulty and simple just right old-school graphics. Great music there too.
I personally thought 2-j was junk. Bad graphics, bad music. But, there is a remake (better graphics, better music and ?new levels?) on the PSX that came out back in the day so it might be on the PSP for dl. I know dawn of souls came out on GBA (I and II) with new levels and upgraded graphics/music, but the sound quality might be crap (like for IV and VI GBA).
Also, the 3DS doesn't load GBA cartridges, neither does the DS Lite and onward.