Well, I'd recommend Final Fantasy X. Partially because it's pretty good on its own, and partially because it leads into X-2.
X-2 I recommend warmly because it has excellent gameplay and fun characters. It has by no means a very serious story 60-70% of the time, but it's entertaining with lots of neat little sidequests. Also, it has Paine, and lots of HENSHIN action. I do love my HENSHINs. Think... Final Fantasy meets Charlie's Angels and Sailor Moon.
Also, Kingdom Hearts 1 and 2 are quite excellent action RPGs that combine all the lovable stuff from both Sony-era Final Fantasy and classic Disney. I'd say that the first game has better gameplay, but both are great experiences.
Can't say much about XII. It was really interesting initially, but then I just lost interest and have had a hard time picking up the game again.