Yeah this is the first Final Fantasy I've played and it really good, a typical turn based battle system and a good story.
I think the Final Fantasy games pretty much went downhill from here (though I think I'm in the minority).
I tried playing through FF 6 (3 on the SNES) and, while I know it is often considered the best in the series, it didn't hold my attention as much as IV (2 on the SNES). Same with FF7. I skipped FF8.
I really liked FF9 though. I'd definitely recommend that one.
I never finished FFX (though I have a save right near the end and keep thinking one day I'll go back and finish it). And I haven't played any of the other ones.