Flynn

I Don't think the versions relate. SOme people say to play 3 before 4, due to the changes in 4 making 3 a bit strange to go back to, but I hear either are a good start. ((and no, Persona is one of those... the number doesn't matter cause the games are each therir own story, kinda like most Final Fantasies.))

4 happens chronologically after 3, but has a separate storyline. The only things you'll miss if you play 4 without playing 3 are maybe a couple of references. As a whole, 4 has a more light-hearted feel and more realistic characters, while 3 has a much darker story and a grander scale. Persona 4 has a more refined gameplay system, but I found 3 to be more challenging. I would suggest playing 3 first, to get the references in 4, and to familiarise yourself with the battle system. After you...

...beat 3, it becomes a lot easier to beat 4. My personal recommended order is P3FES > P3P (Female) > P4G > P4A > P4U > Persona Q