Very interesting question !
PSI: A lot of times ! More than 10, of that I'm sure ^^. Now I need to finish a french version of the game(translated by a fan) and the Hordes of Nei Version. I've finished the game in a lot of different versions, including the retranslated version made from the japanese text by a famous sms site (great version !!)
PSII: Only once (again ?). Very hard and hard to finish at the time of play (and see ? When I was young the games weren't translated (and will never be later !!!) in french and my english was far from being perfect !;)
Same for the III and IV.
PSIII: Only once again !!!! ! But I can't remember if I've seen all the endings, and that's why I'm (like the 3 opuses on megadrive) playing it again actually
To see all the endings and keep the saved files.
PSIV: Only once ! Strange but I've never really played a second time since I wasn't a huge fan of the game (know I've made up my mind and I'm through my second time !).
PS Online: Once too but many manymany hours online ! (too many...^^).
And I think I'll play again a lot !!:) Long life to the best serie in the world