Great thread idea HappyD!
I've been playing Final Fantasy since the very first one. I played all the America released non-online games in the series.
My favorite is Final Fantasy VII, I love the story, the characters, the Materia system and the great deal of stuff there is to do besides the main quest (Battle Arena, killing the Weapons, Chocobo breeding, getting Yuffie and Vincent, getting Limit Breaks and Ultimate Weapons, Snowboarding in the Gold Saucer, finding every Summon).
Final Fantasy VI(III) - Awesome game, with a great cast of characters, the best vilain ever in a video game and some truly memorable moments. The Esper system is great but does tend to make all your characters fight alike by the end of the game (although some characters are clearly better than others).
Final Fantasy IV(II) - Also a very good game, a bit short but I really like that every character has his own abilities and the way people hop in and out of your party throughout the story. I particularly like Kain's side of the story with him being in love with Cecil's girlfriend Rosa or Rydia's triumphant return as a grown up to save your ass underground.
Final Fantasy X - The first Final Fantasy with voice acting and I do think it was very well done. I really cared about the characters in this game, Auron was so cool and badass, Tidus was cheerful and positive (unless he talked about his father), Yuna was such a sweetheart and when it was revealed that she'd die using the Final Summon, I found myself thinking "No way I'm letting that happen" just like Tidus. The combat system is really enjoyable and you finally can include every party member in each fight! The sphere grid was a nice change to the traditional leveling system and kept everyone in their respective role for most of the game.
Final Fantasy X-2 - Fun battle/job system. Silly plot.
FF I - Had a bit too much grinding and interface problems (I played it on the NES, you had to buy your potions 1 at a time!) but it's still very enjoyable
FF VIII - Had a broken battle system, less relatable characters and a last boss that comes out of nowhere but there's a kick ass mini-game (Triple Triad) and Liberi Fatali
FF IX - I skipped this one when it was released and bought it later on PSN. I haven't finished it yet, the combat and upgrade system is good but I'm trying real hard to get over the fact the main character has a tail.
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