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If you are talking about Japanese imports, the Japanese Playstation (3) store has them very cheap, less than 1000Y each, there is also the collection with all four original games in english and...

I'd say:
Generation 1 (Playstation 2, with fan translation, PCSX2 emulates it great). Too easy compared to the original game, but you are starting, right?...
Generation 2 (Playstation 2, with fan...