The universal consensus on this one is FE4/5. 4 is great (and relatively easy, as far as pre-GBA Fire Emblem games go), but it's not for everyone: the maps are huge, item and money management is purposefully clunky, and the support system is unconventional. 5 has arguably the best gameplay engine in the series, but it's also hard as all hell, even on "Elite" (read: Easy) mode.
I'd personally go with 4, as there's a great chance you'll like it and a good chance you'll absolutely love it.
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http://www.youtube.com/watch?v=SBpfwpOPXNc&NR=1&feature=fvwp
~Pinkie Pie is the best pony~