Final Fantasy
We discussed this one at length in the chat already. The PSP version is the most complete & polished remake, but it disappointingly does away with the original's unique spell system. The original NES version is overall the best choice for pure retro appeal, but availability is an issue. The Pixel Remaster is a pretty decent compromise here.
Final Fantasy II
Again, the PSP version is excellent, and may actually be even better than the corresponding version of the previous game because it doesn't fuck with the systems in a detrimental way. I don't like the Dawn of Souls version as much. Assuming you're not reading Japanese and playing on a Famicom, it's really just between PSP and Pixel Remaster. This is a good option.
Final Fantasy III
Your only other real option for this game is the DS version, but that's using their funky 3D engine, so it's a complete remake rather than a remaster. The game is pretty similar, just fleshed out and chonky and 3D. If you want anything resembling the original experience, the Pixel Remaster is the way to go.
Final Fantasy IV
The Pixel Remaster of one of the series's easiest games is even easier than the original. That said, this is one of the story-driven entries, so it kind of doesn't matter if it's boringly easy, because you're just gliding through the experience rather than building up to overcome challenges. They don't mess around with too much, and in fact they fix some problems with the original. My main complaint is that many of the unique spell effects & animations from the original game were replaced with generic versions so they could be reused across multiple Pixel Remasters. That's kind of bad. Not enough to make a casual seek out a different version, though. The last accessible faithful version of this was probably on the Wii Virtual Console.
Final Fantasy V
In contrast with FF4, this one is a bit more mechanics-driven, so it bites a little more that it's easier, but also who cares I guess. There's actually not much wrong with this version. They replaced the original spell animations with the generic PR ones again, but that doesn't sting as much in this game because everything is meant to feel kind of generic with this job system.
Final Fantasy VI
This is the one that ends up being the sketchiest, largely because the original version is so much of an advancement over its predecessors. I understand that they have fixed many of the game-breaking and progress-blocking bugs in the most recent updates. The double-edge of this sword is that applying faux-nostalgic "pixel remaster" stuff like spell animations to a game that was already kind of beyond that at launch feels even more unnecessary here. I still give the edge to the SNES version. It doesn't have the downsides of original version recommendations for the previous games on the collection, other than I guess availability. The most recently accessible version of the good version of this game was on the SNES Classic Mini.