FF3 is a good game, has a job system like FF5, can be a bit tedious, though. The remake is alright, changed some stuff from the original Famicom release, but overall it's good. Plus the PSP version lets you switch to the original soundtrack which I think is better.
FF1 is great. Somewhat short, but it's a good thing, since it's fun to replay it from time to time. The PSP version is a lot easier than the original game, but so are all the versions released after the PSX one (which had two difficulty settings). Take a look at some screenshots, if you like the art style, give it a try. My personal favorite version of FF1 is the one on PSX ("Origins"), but I don't think that's on the PAL store anyway.
FF2 is a bit hard to get into. PSP version again is quite a bit easier, which might actually be a good thing for a first playthrough, but because of its rather strange leveling system most people don't really like this game. Only get this if you want to get all three.