I never played 9...
9 has a great story, and a 'skill' system I liked.
I think 6, and 9 have the best story/characters/monsters. of all the FFs. However 4 was killer good to though.
EDIT: I think 7 had a great story, but they screwed up by doing it PS. And all the new FF7 CRAP... is exactly that. CRAP. Hate to say it. But I have a bad taste in my mouth when I think of FF7 because of that.