I played VI, IX, X, XI, XII and XIV substantial amounts (single player games to completion and several years on both online games).
It's a really hard thing to pick the best because they're all so good. If I have to, I'll go with XI because I never had an experience like that and probably never will again. The grind was not only fun (the battle mechanics were godly and all MMOs including the stellar XIV feel shallow in comparison), but everything I accomplished felt earned and important. Probably the closet experience to it I can compare in terms of feeling satisfaction for completing objectives in a game is Bloodborne (which seems weird considering most FF games were never really challenging). It's amazing how it was an MMO that forced teamwork. Now most MMOs are basically single player games with the option to raid in groups.