From the first to the 12, my very favorite so far was the FFIX, just loved the storyline. (Go Zidane !)
well, i havent played all of them, only 7, 8, 9, 10 and bits and pieces of 3 from an emulator program. and currently playing 12. So far, the best would have to be 7, the storyline was great, and i actually replayed it twice !