The "FES" in Persona 3 FES means "festival" (like Sega FES!), and there isn't really anything that would make Persona 3 itself relate to a festival - however, an interview with the game's director revealed that the idea behind it was for the game to be like a
festival for the fans.
Persona 4 Golden was presumably "Golden" because the game's main color is yellow, like 3's blue and 5's red - that's why people used to guess that an enhanced version of 5 might be called Persona 5 Crimson. It also makes sense that they'd go with "golden", since gold is often the color used for being the best. The obvious example is a medal - gold means you're #1! So it's an easy way to say it's the best version of P4.
The most obvious one is Persona 3 Portable. It's called that because it's portable.