I didn't play all the games. I played VIII, X, X-2, XII, XIII saga, XV, and finally VII Remake.
I know FF fanbase is so divided, each group has strong opinions regarding some games in the series. But I seriously liked them all. I would say XII was the worst main entry for me. The world building was fantastic, but the story and the characters felt weak, and the combat system didn't click with me as well, but still a good game.
If I have to pick a favorite, I would say X or VII Remake. X because of the story and characters. VII Remake because of the best battle system... like ever. I just loved it.
XV has a special place in my heart. It has a fantastic world and characters, but it was spread too thin between a movie, an anime, a game, and a book. The game as a standalone product suffered greatly story-wise. However, The fresh take on the main quest as a "road trip" and the real-time dynamic relationship between the main characters are very, very unique to XV. It is the heart and soul of the game, and what makes it special.