Started with 1 on the NES, moved on the 2&3 (us) on the SNES, then later found out about the actual ones that were after the original and played them, as well as Tactics, FFTA 1/2 Haven't missed a beat in any console release. I skipped 11, because I wasn't fond of MMOs at the time (mmo hiatus for me).

Favorite is a toss up between 3 and 7, despite many thinking 7 was overrated, at the time of release it was amazing.
To me, 8 was four discs of emo, of which salvation came from 9.
10 I liked at first, which grew to ire as it felt more and more like a teen soap opera. 10-2, oddly enough, I found entertaining.
I'M CAPTAIN BOSCH! was the first one I rushed through, because it didn't feel like FF at all.
Then came FFXXXXXXXXX the one button warrior and its sequel was okay, but depressing as hell and a little cluster fuckish.