I haven't actually played many of them. The newer ones don't appeal to me all that much, as it's the kind of genre that, these days, releases games that are just a bit too...huge...for me.
If you have a PS3, look Final Fantasy VII in the PSOne Classics on the Playstation Store. Download it. Play it. Love it.
Just make sure VIII isn't your first one...gameplay would be too alienating for newcomers. IX is supposed to be excellent, but I haven't played it (yet) so can't judge.
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