OMG YES!
I do that with like, EVERY Final Fantasy.
The three games I start the most are probably X, X-2, and Threads of Fate!
Threads of Fate you can beat one character's story in about four and a half hours if you know what you're doing and scroll through the cutscenes quickly. I got soooo addicted to it, I wouldn't play any other game for a few months, and I just played through both Mint and Rue's story daily!

EDIT: I was listening to ToF music when I typed this >.>