Hmmm..

I've been playing since the beginning in roughly the NA release order until FFVII where I started buying the JP releases first and then the NA releases -- finishing both.

FFI - NA : NES
FFIV - NA : SNES
FFVI - NA : SNES
FFVII - JP, NA : PS1
FFV - JP : SuperFamicom (Still have it in near-mint condition with the box and everything!)
FFVIII - JP, NA : PS1
FFT - NA : PS1
FFV, - NA: PS1
FFIX - JP,NA : PS1
FFI&II (dawn of souls) - NA : GBA
FFX - JP,NA : PS2
FFX-2 - NA : PS2
FFXI - NA:PC, PS2
FFXII - JP,NA : PS2
FFIII - NA : DS (and now iPhone)
FFXIII - NA: PS3
FFXIV - NA: PC

In addition I've played both Dissidia games, FFTA, FFTA2, FFXII:RW, FFVII:CC, FFIV(DS), FFIV & FFVI (PS1), and even Final Fantasy: Mystic Quest (which was beyond terrible).

Overall, my favorites have been: (played many times): FFI, FFVI, FFIX, FFXI, and FFXII
My least favorites: (won't play again): FFII, FFV, FFX, and FFXIII.