FF IX is for sure my favorite one. I loved every single character, the story, combat, etc etc. I think i played it to 99.9% (cba to get excalibur II to do 100%) for over 20x by now. Zidane is (and always will be) my favorite FF hero, also i love his type of weapons (like Butterfly Dagger, The ogre, exploda, angel bless, masamune, ultima weapon, etc etc), which i would also love to see on FFXIV ARR (the weapon type, NOT the char... please dont ruin zidane to me by bringing him into the game in a fate <.<).
Very close to IX is the X. Smexy Yuna and her Aeons (yes! best! Summon! System! EVER!) were a must in my party (although people continue to say she is not part of the best party for X, which... I DONT CARE! I LOVE IT!) and i was so happy when X-2 came out to see the end of the story... only to have my biggest FF disappointment. I felt like dying after a almost perfect game... they came with... THAT.

OFC i also played VI, VII, VIII, XII, and they had some cool features, and some nice characters, but... those two are still my favorite ones by FAR.