least favorite is XIII, got old really fast and didn't bother to finish.
favorite was VII probably because it was my 1st, and i just loved playing as cloud, such an awesome main. the settings in FFVII were so memorable. playing this was the whole reason i got into FF games.
also really enjoyed:
VIII, because squall reminded me of myself so much, and had awesome music and cinematography.
X, i played this one the most to beat the dark aeons. i think this one was the best as far as gameplay, had a blast with it.
VI, SNES RPGs have some sort of magic to them. who can forget that world map theme?
IX was nice but didn't really like it as much as the other 4 mentioned, but it seems like everyone loves this one for some reason.