I've got the after years on the Wii. I'm not positive, but I think this was my second experience with the Final Fantasy series -- the first was Tactics Advance. Anyway, nearly exactly as now, I had a "craving" for a good RPG. Since the Final Fantasy titles were pretty well known, I tried After Years on the Wii. I played the first story, loved it, bought the rest, started the second, and then thought, "I should play the game this stems from before I play this. Since I already own two pieces (or is the interlude included in the Wii version of After Years? I forget what was there, and my Wii isn't nearby at the moment) and since I don't own a PSP, I probably won't go that route...I appreciate the suggestion though. I appreciate all the suggestions really! Every now and then I get a craving to dive into a good RPG, ever since I first got into them (I'd hated the turn-taking style RPG games until I was introduced to Chrono Cross and Earthbound.) and now I've got a list of great stuff to check out!
To understand After Years you need to play FF IV before, and since it pays homage to another titles at some point, you will enjoy it fully if you also play FF I and V (but its not essential, you will only miss some references).