FF6 has the very best story and characters, as well as a SHITLOAD of stuff to do. The quests to get additional information on your characters' background and past lives is fucking amazing. The only bad thing I can think of is that the bosses are far too weak and most of the time you find yourself avoiding random encounters and only fight boss battles(which are probably easier than the normal battles). FF6 is still the best video game of all time.
FF5's story isn't much worse than that of FF6. The characters are good, although you're only given 5 of them. The job system is great but too spread out and you'll have to spend ages leveling shitty jobs to improve your characters' fighting abilities. Some good music(Clash on the Big Bridge, anyone?) and plenty of stuff to do, easily the second best Final Fantasy.
FF7, although overrated, is full of awesome. Slightly better than FF9 mostly because of a better story and multiple strong bosses you can fight. Too bad the final bosses are completely pussies you can defeat without a single materia equipped.
FF9 has plenty of good stuff. Awesome music, cool characters, lots of extra stuff, decent story, and last but not least; the moogles. Fuck yeah.
FF4 and 8 are horrible shit. What the fuck is up with 8 anyway? The story makes so little sense it hurts. Squall dies at the end of disc 1 and the last 3 discs are nothing but going through stupid shit inside of his mind. True story. Oh and Final Fantasies after FF9 don't exist. :monocle: