FF7 is my favorite, the scen with Aeris was shocking, and of course TIFA! :)
after that it became to realistic , i miss the anime style

Final Fantasy tactics is also fun, more strategic

IV or VI best ones imho

FFX Good graphics, Great story, Great Gameplay Awesome Game!!!

FF X is a good choice.

You should also try Lost Odyssey, even though it is not named final fantasy. ;P

FFX is a good choice as many have been saying.

I recently bought VIII for nostalgia reasons and because in my opinion the best one made, only to find that it doesn't play on the PS3!!! Not only that but when I get my PS2 out it isn't playable on my TV either as the screen keeps vibrating >.

FFIV gets my vote, interesting story. You can get either the advance one for GBA or the 3D remake. I have only played the advanced one but I hear 3D remake is pretty good too.