All my favorite FF titles came with an in depth story that kept me going till the end.
Final Fantasy II (IV) was my very first FF game. The story and yes the 2bit graphics stole my heart.
It continued with FFIII (VI), FFVII, FFVIII and FFIX.
Each had its own unique story as well as keeping the same FF Theme. With the magic, swords, chocobos and the good vs evil plot. But in the end you find out that the one your thought was the bad guy really wasnt and you eventually meet the true boss.
The other most important aspect of a FF title that kept me going was the adventure. All the added "extra" stuff you can do throughout the game. Sidequests to get rare gear or spells that you dont have to get to beat the game. Side bosses that tell a story, which also you dont need to do in order to finish the game. Having options is great. But exploring to find those secrets was the best.
The reason why FFXI had me playing for 7+ years was because it had all of that in it. (sure people can argue about the difficulty). But every expansion had its own unique story which built off of the main theme.
Final Fantasy was always a Role Playing Game, we play to loose ourself in it, like we do a good book. We become our character and follow their life through it all. But what keeps us going is not knowing the surprises around the corner. The feeling of achievment when finishing a mission gives you that warm feeling of acomplishment inside of yourself.
If the game can give you a rush and make you smile as you trek on, then its a game worth playing.