There are many reasons to upgrade to a late version. Chief among them are a larger command set, numerous bug fixes, better compatibility with newer operating systems and customer demand.
Mike is right, if at all possible, upgrade to the latest version. Microsoft is phasing out support for earlier versions of Visual FoxPro and version 6, the first really popular and stable version, is no longer supported. Version 7 was better than 6, 8 was better than 7 and 9 is better than 8.