FE1 and 2 are archaic and haven't aged well. FE3 is good, but there's like revamped NES style graphics on it that really bother me. FE4 is okay in my opinion; graphics are a step up from FE3 (a huge step up) and the gameplay shaped modern fire emblem, but overall it's kind of a boring game with mechanics that will fly over your head if you don't have a guide handy
5 shaped a couple aspects of modern fire emblem, but christ if you play this, don't expect it to be like any other fire emblem game. FE5 takes every chance it gets to screw you over, destroy you, or anything to that extent. it is one of the hardest games i've ever played, and what makes it worse is that god seems to hate you every single second you play this game. and there's some things it's implemented so you don't overuse powerful characters and some other stuff that encourages strategy... like, seriously, if you want I am 100% willing to go through everything wrong with this game that makes it feel so amazing and right. and when you finally beat it, you will feel like a boss.
FE6 is amazing, FE7 is the same mechanics as FE6 (well, a couple minor differences, like different stat caps and thief class promotion) but it's not as good. FE6 is amazing. FE6 is amazing. one of my favorite in the series. FE8 is the same exact engine as FE7 in many ways, although it renews branch promotion and the map system from FE2, with a crappy plot. It's also really easy, but it's okay at best.
FE9 is amazing plot-wise, has a great ambiance, and the gameplay is pretty good too. FE10 isn't as good as FE9 plotwise (a couple things are good about FE10's plot, many things are not) but the gameplay is much better and harder. It's a bit more refined, too.
FE11 kinda sucks. it's FE1 except with higher stat caps, more promotion, and the class swap system. The maps and enemies and stuff are very very similar to FE1, and the dialogue is more or less the same too. There are a couple additions, but overall it feels like a slow game that doesn't really give you any sort of feeling of accomplishment when you do it. I guess some people find it fun, but i find it boring and painful to beat.