Mine are IV, V, VI, and X. IX was pretty fun but nothing earth-shattering, and I never fully got into VII or VIII. Haven't played the NES ones nor any of their various remakes.
IV was my first FF back when it was the watered down II, and I really like its story and the various maps you get to check out. I mean, come on, you go to the moon! I think V is vastly underrated. The story isn't really groundbreaking by any means, but I LOVE how the job system works, and the world is really cool too. Plus "Exdeath" is just a ridiculously awesome name for a villain

. VI is a classic with an excellent story and some neat characters, but I actually wouldn't rank it above IV or V.
X is probably my overall favorite, but it's close to IV and V. The sphere grid freaking rules and makes "leveling up" soooo much more fun, and the characters are all really well fleshed out. The voice acting is...iffy...at best, but it's grown on me immensely, and some of its utter cheesiness is pretty endearing if you let it be, especially Tidus (who to me will always be "Wåjmér," the random letters my best friend picked when we first played through the game way back when it came out

.) Plus it features a great ending, great music, and the most creative and offbeat world an FF game has given us, too. One catch: I hate Blitzball. Cool idea, but as a minigame I just couldn't get into it. Nearly all of the "endgame" stuff with the INSANELY frustrating twitch challenges to get the ultimate weapons bring it down a notch as well.