My favorite? XII, then probably VII, then VIII.
I've played VII, VIII, IX, X, XII, and most the way through XIII. God I did not realize I was that bad, lol!
Like VII, VIII, and IX. X... love the battle system, want to shoot the characters. The plot makes no sense at ALL. Tidus is the most annoying creature ever. Auron is cool, though. I feel bad for him for having to be with Tidus and Yuna the whole time though. Other than Auron though, I loathed every character in this game. I was so happy Tidus vanished at the end! X-2 is a disgrace, we'll leave it there. It's the only one I started and then had to say 'No, can't do this.' Really? Let's make them pop stars? Seriously? Dirge is fun but lacking in a good plot. Vincent needs a new game. Don't like Revenant Wings (not enough Balthier and Basch!). Umm... Crisis Core is okay but battle system is kinda dull imo. Dissidia = mash random buttons, but it's fun enough. Love XII. It's not like the other FFs no, but I loved the characters (minus Vaan of course). Balthier is the best thing ever.
Now XIII. I'm iffy on this one. I love the battle system, it might just be my favorite. A lot harder than XII which is good because I could walk off and leave my people on XII to level up themselves. However, the plot? The characters? Can't say I'm a fan at all. I only like Lightning, the others are annoying, especially Snow. I keep waiting for something to happen for it to pick up but it just doesn't. Just isn't doing it for me.
Also, my Hope keeps dying. But I need two healers and a synergist! Ack, I keep playing as Lightning, Hope, and Snow. And Hope looks too much like Vaan, or is that just me?
They need to just go ahead and remake VII. That would make me very happy.