The only Final Fantasies I've played is VII, VIII and IX, but I know the story of X as well (I've seen others play it and have read its complete main script). The first I've played is VIII, but I completed IX first. While the graphics of both are astounding, I feel that IX is more satisfying. VIII started with a good enough plot, but as the story progressed, it began to focus more only on the two main characters - Squall and Rinoa, and although I really love Laguna and his character, I didn't find the story of VIII as overwhelming and heart-wrenching as I found IX. VIII had some good characters, but its lack of variety didn't hold my attention for long. Besides, the storyline didn't give the other characters much attention, so they were merely pretty much disappointingly left in the background. However, I could say that Squall and Rinoa's love interest is the best romantic story I've ever seen in a game. There were tender unexpected yet realistic moments, and their story was very well developed, but on the whole, the plot did not carry up to it and left much to be desired. The plot was kind of incomplete, and that was what was most disappointing in the ending.
Final Fantasy IX gave more attention to its characters, and their personal stories and background, I should say, blended well with the overall plot. Although there was not a lot of romance between Zidane and Garnet, I don't think the romance was the center of the plot, but friendship is. It was impressive how the screenplay progressed - at one time a fellow team member stumbles down on his own problem and despair, the others would help him get up again, and every characters gets a chance to be part of the team and the story, even the main character, Zidane, felt hopeless at one point, but the others helped him still to stand up again. There were a lot of dramatic moments, some hilarious and some sad, and the music and fantastic graphics were a great addition to its overall charm. The ending was the best of all, an ultimate happy ending leaving me completely satisfied and with nothing to complain for.
X, in contrast to the happy lighthearted story of FFIX, is a much sadder story, and I found its storyline unique than all the others. It starts with the characters looking forward to an inevitable bad ending, but the story inteliigently manipulates it in the end. It captivates you from the beginning because the player would want to see what would actually happy in the end. There was also a romantic story between Tidus and Yuna, and even that was sad, because they knew there was not much hope. The story is well plotted and developed from the beginning, dramatic until the end. Sorry for saying so, but FFX-2 ruined it for me. I think FFX was fine on its own.
FFVII is the funnest game of them four. It also has the coolest characters in my opinion. There were some hilarious moments and the characters were interesting and equally distributed with their attributes and personalities, so the player never gets tired of them. It also displayed the lack of optimisn you would expect from a polluted, corrupted and dying world like FFX did. The Gold Saucer was a great touch to keeping the game alive and fun. I also commend highly the story of FFVII, and I have watched FFVII: AC. It was impressive to see the characters in fantastic CG, but I have complaints with Cid - he looked less old and less like the experienced veteran he was, which was disappointing, but all in all, it was a good watch, and the Turks, the villains I love, got to shine in it. Can't say the same nice things with the screenplay, though. Cloud became so much like Squall, he didn't use to be that serious, but I guess that's natural after the things he's gone through.
I guess each Final Fantasy has its own charm, and it's different for a lot of people. These are just my opinions...