I too have played most of the FF games. Personally my favourites are:

FF4( no 4 in the UK/US)
FF7

I liked most of the others a lot too, but the two mentioned above I
find myself able to come back to again and again. It's probably sad to
admit, but just grinding is still a relaxing/enjoyable even now :)

The recent NDS remakes of FF are nice too, portable playability really
enhances the experience :)

Out of the handful I've played to any interesting extent:

FF3/6 (SNES)
FFT
FF7
FF8

FFVII - undisupted number one favorite :)

I played FFVIII and FFIX, but I'm not sure I'd include either of them on my
favorite list. They were OK. I haven't played any of the others.