I really like the world in FFVIII, the story is good too, altough it's not the best.
For story I personally love the one in FF tactics, but that is not a mainline game :P
So, for a mainline game I think the best story is from VII or VI , both are at the same level for me at least
3DS FC : 4339 - 3326 - 7693. Add me :) Nickname Tin