For me my fave was VI. The characters were great, and the character development was greater. The battle system was great, as it gave a very good balance between customisation and unique gameplay for each character, IMO. Plot was good, and it was just so enticing.
As for the others:
I: it's the original, but very, basic stuff. I just finished it last year, and its successors were far superior, i would have to say.
II: Didn't like it. I was playing through it last year. I found it interesting as not having any level ups, but there was really no draw for me. I still have it on my laptop, but i never feel the urge to return to complete it.
III: never played it.
IV: Not bad. story wasn't bad. but it won't make it in my top 5, should i think up of one.
V: Love the Job Class - the defining system for other FF games - the locations were pretty good, but the story wasn't that great, i'm afraid.
VII: It was pretty good. It really did pull me in. Has probably the best battle theme within the series, if not any game that i've ever played. Gives me goosebumps and makes my glands produces andrenalin like crazy.
VIII: My first game in the FF series. as you can expect, i have a soft spot for this one. I might be the only one who liked the GF-Junction system. The plot...was not so great. It's got some good tracks in it though.
IX: Initially, I didn't like it, from the battle system to the cartoony look of it. In retrospect, I really miss the game.
X: Was my first game on the PS2. It was special in that I just got the PS2 was a gift for graduation from my parents. I was loving it back then. The characters were developed nicely, the battle system was good. i just didn't like that it wasn't the same open world as the previous titles were.
XI: Never played.
XII: Watched my brother play it. Had probably the coolest Cid in the series. But i didn't like the battles systems, on pretty much all levels.
XIII: Liked the battle system, but hated the plot.
Tactics: Liked the battle system, plot was good, overall a good game, but not great. I am not as enamored with it as many others are.