Phantasy Star 2 and 4 are by far the best games in the series, in my opinion. You dont have to play any of the games in order either because the story isn't linked. There are some common threads through the games but nothing you'll miss.
edit : Just checked and 4 isn't included in the GBA release, which is a real shame because its an excellent game.
edit : Just checked and 4 isn't included in the GBA release, which is a real shame because its an excellent game.
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