Which Fantasy?

The only one I've played on PC was 7 and I highly recommend it. It's amaze-balls. Great story. Great gameplay. One of the best RPG's in my opinion. I was so sucked into the story all I did was eat, sleep and play that game for weeks.

I have only played the PSX games, and my favorite is FF Tactics. I know it's not a mainline FF game, but I guess it still counts haha.

FF13 isn't bad. I'm playing it on PC and it's pretty good. Every FF is different. X-2 was a great one. Also 7 is fun. If you want to play the older ones you could always emulate them since you can't really buy a new copy to support the devs and you'd have to have a console. Just so you know a gamepad would be fantastic for the FF games on PC. They can be played with a mouse and keyboard, but it's so much better with a controller.

Have a cellphone? Get a final fantasy VI version for it. You can emulate ps1, gba, and snes versions in your cellphone, too.

The Fantasy Sanguozhi/Record of the Three Kingdoms or the Wind Fantasy series. Some other games titled fantasy that I'm not familiar with: Mystical Card/Magic Card Fantasy NeoSteam/Steam Fantasy

VI is the best, just don't play with the android port which has crapified graphics.

VI

This may help you decide: GameTrailers retrospective

For I and II, I would recommend the PSP version (better graphics, same story, I think).
In III and V you can choose the class of the characters (the DS and PC version of III are 3D).
IV and VI are all about the story (IV is also 3D on DS and PC, and there is a complete version of IV on PSP, with the sequel).
IX is for Playstation 1, 3D, and it is kind of a "good-bye" to the sprite era.

VII, VIII and X have a more "modern" style (and more romantic stories?)

I know nothing about XII and XIII, and XI and XIV are MMORPGs.