Beat them all. Not 100%, but I beat the final bosses. Same with the "I & II - Dawn of Souls" thing, though I'm still busy with the "Dawn of Souls" part. (I did beat II's Emperor, somehow.)
The only Final Fantasy game I've played is FFX. Come to think of it, Final Fantasy III is the only "classic" FF game not to have a GBA port. Also it lacks save points for the final dungeon, so that explains why I won't be playing that one.