Final Fantasy IV is a great FF game that every rpg fan would like. It has a good history, really charismatic characters and good plot twists. What else you could want in a rpg game? Good graphics? Come on!!!
And Final Fantasy V is a painful FF game that probably drive you to the insanity if you are not a hardcore rpg player. Yes, the game is really hard. And furthermore, it does not have a good history or characters. So is more than probably that you leave the game off before finishing it.
Conclusion: FF Anthology is a great game for collectors, but is not really specially awesome.