Final Fantasy 4 - Definately by favorite due to storyline. No cool job classes and such, but the summons are real cool, and the storyline is the best FF.
Final Fantasy 7 - Materia made the game real fun. The story was good, and obviously an overall real great FF.
Final Fantasy 6 - My first FF I bought. Still really really good. The esper job/magic system was very good, and strong.
Final Fantasy 5 - Job classes made this very cool. Although I only played/beat it due to fan translations, it's still a very strong title. I have no idea why this never came to the US?
Final Fantasy XII - Great great Final Fantasy. After 7, I really never liked the series, but XII, despite a mediocre plot, had a great combat/licensing system.
Final Fantasy I - Obviously the first. Very good, and the multiple characters to pick at the starting was fun. Never beat Chaos at the end due to my copy erasing the savegame data.
Final Fantasy 8 - Not real good, imo. The junctioning system was OK, but the spellcasting/aquiring system was very very upsetting. Had this not been there, it'd of been great. Triple Threat was the best minigame/sidequest of the FF series (Condor Mtn, I think the name was in FF7, was also great). That made the game not too awefully bad. Story was OK, but nothing special.
Final Fantasy X-2 - last FF I played just before I rented XII. Man, this sucked. The dresspheres were OK, but outside of that, it played like a rehashed, crappier version of 8.
For the Game Boy incarnations (not the DS remakes):
Final Fantasy 2 - Monsters. Just great. That and robots made this game so great. Being able to double-up on a certain meat to increase your monster an entire generation was great.
Final Fantasy 3 - Grand in scale to mimic the console version, it was certainly alot of fun.
Never played FF1.
Back from the dead, I'm afraid.
