Well, the PS3 and, soon, PS4 collections have the Final Mix versions, which didn't get an international release on PS2 (Though it does seem people made an english patch).
Even then, the first game is a bit rough to start, but some of the new abilities improve combat considerably.
Chain of Memories...either you love it or hate it. Combat isn't like the main games, being card based instead.
KH2 is more fluid, the new mechanics, like Drives, are fun (Though some of the grind can get boring as it's very specific, like "Kill X of this enemy").
Birth by Sleep is one of the best, but you're likely to hit the ending of each character's playthrough just as they're getting the best moves. KH3 mechanics seem to be taking heavily from it as well as 2.
Re:Coded, is basically optional, the relevant bits are a couple of story scenes that'll explain how characters learned something.
358/2 Days is also, so far, not really too important in the grand scheme of things. More background info mostly.
I haven't played 3D yet, so the PS4 port will be my first shot at it. It is one of the important titles to the story.
All in all, the best ways of playing/going through the series
-PS3 collections + Dream Drop Distance on 3DS (Circle pad pro/New 3DS recommended) + Watch 0.2 and χ Back Cover
-PS2 1 + 2 + Re:Chain of Memories, PSP Birth By Sleep, 3DS Re:Coded + 358/2 Days + 3D, Watch 0.2 and χ Back Cover (Biggest issue is that either you straight up pirate some of it or get lucky with your store search, as none of the games is available digitally)