I like FF7 because of the combos you can produce with the right Materia combinations. Then FF8 because of the fantastic junctioning system (although sometimes it can take up to an hour to get things right). Then FF9, because you get more add on game bits like Moogles and Chocobos.
My personal Favourites in this order are:
1) FF Tactics: loved the graphics, story, and the battle system was the best
2)FF7: some FF purists knock this one, but I liked it, it has in my opinion the best villian in the FF series, Sephiroth, and I liked the music
3)FF5: has a great class system similar to that found in FF tactics, and memorable tunes
1)FF8: Had great graphics (the best in the series, excluding the upcoming PS2 FF10 of course), but it's story got too convoluted near the end, and didn't like the weapon upgrade system, and summon animations took waaayyy too long, also hate the lack of armour, and the fact that regular attacks are useless for most of the game.
2)FF9: Don't like the story, and don't like the attempt to go retro, glad they're heading back to the FF8 graphics style in FF10
That's not to say I don't like FF8 or FF9, I just feel they are pretty mediocre that's all.