7, 8, and 10 were my personal favorites. Then again, I never really got into final fantasy until 7, so didn't grow up with the older generation.

Seven and Eight had awesome storylines imo, but that's because those were my childhood favorites and I have a soft spot for them because of such.

Also, Tactics was fun as fuck to play, as Walker helped me out with that one. I would never have gotten it if not for his insistence that I get the game, to the point to where he actually forced me to xD Thanks, man.

12 is also pretty good for the prospect of running around and killing enemies to get their loot to sell. It was an awesome concept to me because enemies dropped things like hides, etc, based upon what type of creature they were, and the more powerful the enemy, the more money their things sold for. 

Look up youtube videos and you can decide which would look the best to you.

Also, many swear by 9, but it was too colorful for my tastes. It's got an excellent story though, for the most part.

Ultimately? Get them all. They're interesting RPG games, and make for a good collection.