Story includes, but not limited too, plot, characters, setting, conflicts, point of view (IE FFVI had a third person point of view while FFX/X-2 was first person), etc.
So keep that in mind.
For me, currently I think Final Fantasy VI has the best story line, but IV makes a close second. I am starting to like FFVIII's storyline (unlike some) and perhaps once I get further in FFIX I will like the storyline too.