PS1 for FFI, II & IV. These restore the games as they were meant to be played while being close to the original experience. (Do not get V-VI or CT PS1 too, load times suck ass.) If you want The After Years, seek out WiiWare.
FFIII, you're best with the original. The 3D & PR versions change the game too much in their own ways.
FFV & FFVI have GBA script ports. Warts and all, they're the best way to play the SNES versions.