Final Fantasy IV - My first RPG, my first Final Fantasy. Good story, although Zemus comes out of nowhere. First game I played where I felt something for the characters; it also helped me learn how to speed read, and upped my vocabulary a bit (I was still in grade school at that point).
Never did find a pink tail though; only ran into the pink puffs once, in a completely random encounter (I had no idea what was going on until I read about them later).
Final Fantasy VI - 2D RPG masterpiece. Great music, great story, and the best villian in the series.
The story borrows a lot from Star Wars in the beginning - an oppressive regime, the only hope being a person who can use a forgotten power, "Aren't you a little short to be an Imperial soldier?", etc. It's like an old favorite movie that I enjoy playing again and again.
Sephiroth cannot compare to Kefka in terms of pure evilness. Kefka isn't some guy seeking to be the last of his kind, or the great evil from the beyond, or a puppet being controlled - he's just an evil son of a ***** who will do anything to gain more power.
Speaking of great villians, remember Ultros? Still one of the best sub-villians ever. Let's not forget the awesome characters as well, like Locke, Shadow, Sabin and Edgar (broken at the start), Terra, Celes, etc.
The esper system took away from each character's uniqueness a bit, but I like this for the fact that you can make your party how you want, and choose your favorite characters are not worry too much about a missing trait for the most part (beyond class-specific skills like steal). Aside from some brokenness (economizers, quick, genji glove for a power hitter, etc), the gameplay was still fun to take part of.
The Opera scene still stands as one of my most favored scenarios in an RPG (or videogame, for that matter) ever.
Final Fantasy VII - This might be the biggest time-sink of my life. I got bored one week, and decided to level up all my characters to 99 on the first CD, with the most limit breaks at that point (Cloud has Omnislash, Aeris has Great Gospel).
I played this game to death, and loved the storyline. Cloud's redemption was quite an epic scene; it might be the most epic gaming scene ever.
The music once again shines through; moody places had music that made you feel bad, and characters and villians had awesome theme songs (The Turks, Cid, Tifa, Aeris, Cloud, Sephiroth).
Sephiroth was a great villian. Killing Aeris was probably the most evil thing ever; so much emotional investment
Bonus points for the mini-games - especially the snow boarding one, the *****-slap contest, the bike race, and especially the defense of the phoenix hatchling game.
I'd still have to give the nod to FF6 though; it's less emo-y and sci-fi and more of a steam-punk fantasy.
Final Fantasy VIII - sucked.
Final Fantasy IX - One of the best RPGs released on the PSOne, completely underrated. A great throwback to the RPG days of before. The only problem is that some of the characters suck.
Final Fantasy X - Good story, good game. Not as fun as the previous titles though, but the Sphere Grid system was pretty tight.
FF XII - Still playing.