The first FF game I played was FFVI. Well, more like co-played, really, because I was only 7 when I got the game, so my sister and I took turns playing (she was 12). I've played all the FF games from FFVI - FFXII with the exception of FFIX and of all those I've played my favorite is FFX, after which is FFXII. Why? Um, simply because I liked the changes (commands, summons, abilities etc) in FFX, and the graphics were stunning.
But IMHO the game with the greatest replay factor is FFVIII. I definitely wouldn't mind trying to get past Omega Weapon again.