For the DS, I recommend DQV as an introduction to the game series. Like most series, each game has its ups and downs, and shared elements, but DQV is a pretty phenomenal game on the DS. Unlike, say, FF, which can vary widely from game to game, the DQ series as I remember it has a lot more similarities than differences.
I'm only 15 hours into DQIX, but so far, I'd say the same about it.
Each is a standalone game, though, so just pick one and run with it.