PSII was my first experience with a real RPG. Needless to say my appreciation for the game is enormous. I love the music, the story, the battles, the graphics, everything. The title music is still one of my all-time favorite tracks. The difficulty was definitely there, but it was no match for a kid in gradeschool with unlimited free time.
PSIII was more of a step sideways in my opinion. I really enjoyed the game actually, and the multiple branching paths actually switch up the game and story in interesting ways. The music isn't as iconic to me, and the battle music is just down right annoying at times. Nevertheless, I absolutely loved the game.
Unfortunately I missed PSIV on the genesis. I've since picked it up on emulation, but I've yet to complete it. Everytime I find myself begining to grind, my motivation is sucked away. I may just break down and cheat my way through in order to experience what I can only assume is a great story.
Shining Force was the first SRPG I played, and it's the reason I came to enjoy that genre so much.
Add to those Landstalker as my favorite action RPG on the system, and the genesis had the role-playing category covered in spades.