XII, VIII, X-2. XI is MMO
XII is the story of a side kick, you are with the people who are making the change (kind of refreshing actually) however, for the most part you are being taken along for the ride which put off a lot of people. I really liked it better than 8 and since I loved FF:Tactics the return to Ivalice was ... awesome :)
VIII has a pretty good story but unless you have a PSP I wouldn't recommend it 'cause the graphics are .. blocky and ugly on my big screen HDTV. The Pre-rendered CGI vids are pretty cool and it has one of the best told love stories in the FF universe.
X-2 I own but have never played (a huge backlog I need to go through first). I have heard that the story kind of takes a back seat in this but the refinements to FF:x are pretty good and the battle system is unique (Changing clothes for abilities' change I believe) (I may be wrong).
