@anywhereilay:
Disgaea is only related to Final Fantasy Tactics by din of being a turn-based strategy RPG. I've written a series of blogs about Disgaea 4 if you're interested.
To answer your other questions, the Disgaea series is basically a grid-based SRPG, in which you have several main characters, a bunch of characters you can create in a wide variety of classes (healer, warrior, thief, mages, and many, many odd ones, such as a Masked Hero or a Shaman), and the ability to level those characters to ludicrous amounts (level 9999). The games are broken out into episodes, each spanning about six to eight levels. Each level has you start off from a base panel, where you choose which characters to put out on the battlefield and when. From there, it's fairly similar to most other SRPG's, except that Disgaea is more focused on grinding out levels and powering up your equipment.
The real draw lies in how much stuff you can do beyond the main quest. Every item in the game can be explored in an area called the Item World, which allows you to power up items by clearing ten levels of bad guys in increasingly difficult random battles. Characters can be leveled up and given new abilities, reincarnated into new classes, and powered up more. And that's just barely the tip of the iceberg.
As to what game you should start with, I see no reason why you shouldn't start with Disgaea 4. If you like it, then give the other ones a shot. Despite what others have said, the handheld versions of Disgaea have been just fine, especially the DS release of Disgaea and the later PSP release of Disgaea 2. You don't need to be familiar with the story of any of the games to enjoy one of them, but there are little nods to prior games in characters that make a special appearance or act as bosses in the meta game.
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