I personally take FF6 as my favourite, followed by 5 and 8. The more recent FFs (ie, 11, 13, and 14) didn't appeal to me, and I'm starting to think Square-Enix is a victim of their own success. They've got this enormous fanbase of new and old gamers who all have a different favourite game, a different least-favourite, and everything else, and they seem torn between appealing to everyone, appealing to two demographics whose tastes have split hard recently, and trying something fresh.
Back in the PS1 days, Squaresoft was lauded as having the best graphics around. Today, that seems almost absurd, but damn if they don't try to retake that crown. They seem obsessed with it in FF13, to the point where everything else suffers. It was gorgeous, but it wasn't a living, breathing world. It was a facade of propped-up setpieces that were strung together with as little logical string as was feasible. Now FF13-3 is announced and there's barely a single squeal of excitement. People are tired of Lightning's grim seriousness and her world's lack of wonder.
Hopefully once this whole FF13 business is sorted Square-Enix gets a director at the helm of the series who cares more about creating an enriched world to explore and less about how feathery everyones' hair is.