Do you own a DS with a gameboy slot? Also, are you wanting to just stick with the main series of games? There's a load of spinoffs and sequels.
But in a nutshell, here's some FF games for the consoles/handheld you have:
DS (if it has a GB port): FF I, II, IV, V, and VI. All those have GB releases, and the only FF games with a DS port are III and IV, which you already own.
PS2 (your PS2 can play PSOne games, you just need a memory card for 'em): FF V, VI, VII, VIII, IX (<--- PSOne Releases). X, XII (<--- PS2 Releases) There's also FF X-2 for the PS2, which is a sequel to FF X.
XBox360: FF XIII
There are Final Fantasy games for the Wii, but you have to go through the Shop Channel to get them. If you do that, you can play: FF I, II, III, IV, The After Years (which is a sequel to FF IV) and Mystic Quest.
So, plenty of games to choose from, and I hope this helps! I'm sure there's more that I'm missing, but that should be a good start.
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