Hey everybody. I've been lurking here for a while, and being a pretty big Final Fantasy nerd, I finally felt compelled to register!
I'm surprised nobody mentioned Final Fantasy Tactics! I thought it had the best story, best music, and most interesting gameplay out of all the FF games. I had a blast experimenting with all the possible skill combinations that the job system offered. My favorite was my team of dancers and mimes (who could mimic the dances, of course), who could totally cripple all my enemies before moving in for the kill.
IX is probably my favorite of the numbered FFs. I'd say it has the best characters out of all of them (at least since VI). I truly cared about them all, and loved seeing them intereact. . . well, I loved seeing everybody make fun of Steiner mainly! Seriously though, anybody who could play that game and not care about VIVI must not have a heart. Girls love this game too.
X: Lots of eye candy and a unique story for the FF series (you know who the enemy is in the first 10 minutes of the game). The characters are all annoying though, and I wanted to punch Tidus in the face every time he opened his stupid whiny mouth.
X-2: Play this if you hate yourself.
VIII: Great music, interesting setting, and lots of new gameplay mechanics that haven't been used since. The story was also great, and was definitely on the strange side. The characters are a bunch of obnoxious teenagers, though, so it's not for everybody. I really don't know why people hated this one so much.
V: The job system in this game is awesome. You get to mix and match skills from a ton of different character classes to make the ultimate team of warriors. It's a great challenge as well.
Anyway, you can see that everybody has a different preference when it comes to FF. I guess you just have to play them all! Except X-2.