Final Fantasy IX destroys VIII in pretty much every way. Heck, even X and XII are better.
Those are not on Steam, though.
If you are into MMOs more than RPGs then XII is the best FF for you. But that being said I'm going to say a few things that FF8 destroys every other FF in:
1. Menu mechanics: Seriously, the item/magic conversion system makes FF8 so much fun just messing around with the items you get when you learn the corresponding abilities from your GFs. They give you a huge edge in battles. Try stealing them from enemies and then decide how to utilize them. You can even turn enemies into cards and then convert those cards into items in the menu if you choose!
2. Random Encounter rate control: All I can say is get Diablo as soon as you can (the magic lamb you are given by the headmaster by default in the storyline) With diablo you can learn half enc rate and none enc rate early on in the game. I recommend just keeping it on half-enc personally. The battles are perfectly spaced out. There are some other useful abilities you get from Diablo too.
3. Most useful and fun minigame: Triple Triad. It's useful because of turning monsters into cards and then converting them into items, or just using your captured monster in the card game itself. You can just win games ( which is quicker) in order to turn more monster cards into items. Some even say this game is better than the main game of FF8. It's highly addicting but risky unless you know that you should try to keep the rules of the game as simple as possible (facing opponents that won't spread additional rules like random cards or other complex happenings across a region). Just simply don't play them and the rules won't spread. You can exit out of a match before you begin to see the rules they use. In some cases you need to learn the rules though to get better cards, just fyi.