I've played them all.. You should really play ff8 it is amazing and holds it's own after 7. You're either a major fan of ff7 or ff8, but ff8 is my fave faves (see avatar). ff6 is awesome too :D
1 and 2 are really great as well. Play the original and you'll be amazed how this 8 bit pixel of glory can tell a great story!
FF11 is also great. I have it but don't play anymore as you need alot of time and being an Aussie the time frame and cultural differences make it hard to make a party or join. I like that the servers are worldwide, but I'd prefer my own region server - it does get lonely.