This is your first FF game EVER!? Dang.
Anyways, since three is the only one of the two that I've played, I can only comment on that; it's a good game, but its short, can get boring at times, and gets repetitive fast. FF 4, on the other hand, got better reviews but doesn't have wifi-functionality like the former (which you can use to send mail to your friends, unlocking secret quests in the process) but is a good game (from what I've read) nonetheless. I vote for FF 4. Besides, since you're posting this here, you must not cared about wifi anyway.