I ask because I just beat Phantasy Star IV for probably the billionth time last night. I got to do the Silver Soldier Guild mission for the very first time in this playthrough. That one was a bit tough, but it REALLY helped in its connections to PSII. That's one thing I've sort of noticed about the sidequests in Phantasy Star IV... they're more like little bonuses in making connections with the past games.
Anyhoo, I'm gonna dive in headfirst to Phantasy Star II now.
So how many times have you beat each game in the series? For me it's:
Phantasy Star: 0
Phantasy Star II: 0
Phantasy Star III: 0
Phantasy Star IV: a lot