Yeah go the cheapest route. I'd say if you can find the PS2 versions start there, next play the Wii versions, and then go to the PS3 version when you have more funds. Then again, I only have original Xbox, PSone, and PS2 versions at the moment.
I heard that if you play current generation DDR games that it will be kind of difficult to play the older generations' versions. I mean, by they won't look as pretty/aged as welll as their newer counter parts.