Final Fantasy II
Final Fantasy III
Final Fantasy IV
Final Fantasy V
Final Fantasy VI
Final Fantasy VII
Final Fantasy VII - Dirge of Cerberus
Final Fantasy VIII
Final Fantasy IX
Final Fantasy X
Final Fantasy X-2
Final Fantasy XI
Final Fantasy XII
Final Fantasy Tactics
Final Fantasy Tactics Advance
Final Fantasy Crystal Chronicles
Final Fantasy Adventure
Final Fantasy Legend
Final Fantasy Legend II
Final Fantasy Legend III
Final Fantasy Mystic Quest
My favorite is still VI (released as III in the US for Super NES). The characters are awesome, and each has his/her own unique story that is well put together. The plot is great. It also has one of the most memorable (and hated) villains ever: Kefka. I've recently played III (the real III), which is also awesome, but not quite up there (too short).