I'd start with FF XII, it is the most refined Final Fantasy experience. If you like it then play FF XIII-2 when it gets released. There's no point going backwards unless you find that you love Final Fantasy. The games have not continuity so there's no reason you have to play them in order. Well except the ones with a number in their title.
Now if you want to play the greatest RPG of all time, get yourself a Sega Saturn and a copy of Panzer Dragoon Saga. It's expensive, but it's value keeps going up so when you're done you should be able to sell it for a small profit or at the very least break even. So long as you don't ruin it while it's in your possession. I'm not going to list the many many reasons why this hidden gem is so good, but if you want to know just google it. It's still my favorite RPG of all time, yes I prefer it over even FF VII and FF VI.









