I've always been a huge fan of pretty much any title set in Ivalice. This includes Vagrant Story, which isn't Final Fantasy -- but is still wicked good.

I don't know what it is about Ivalice that makes me so happy, if I had to guess I'd pinpoint the lore and how things all tie together so well.

Apart from that, my favorite numbered titles are IX, X, III and VII. VIII will always hold a special part of my heart-space, just due to the fact that my friends and I played it pretty much non-stop when we were growing up. We'd trade our single battered copy back and forth until it was so scratched it became unplayable. I was happy to see it available on Steam.

I never got a hold of VI, and as much as I've heard about it, I guess I need to make an effort to pick it up. I just deeply hope that another game is released that's set in Ivalice, or maybe that my secret (now not-so-secret) dream of having an MMO based on Crystal Chronicles is released in the future >__>