This is a question that is a bit subjective. What do you consider canon. Now, for most series, it is often defined as the main games, in this case, the numbered games. But there are three problems:
1.) Final Fantasy XI. Being an MMORPG and such a radical departure, it didn't seem like it belonged as a canon title.
2.) Tactics: Non-canon is often an insult to a game. It often means worthless money-milker. But for many people, Tactics is far from "worthless." And because of non-canon's demoting use, many people treat Tactics as canon.
3.) Direct Sequels: Final Fantasy direct sequels often are not up to par with the initial title. They are often very different too, containing just a few elements from the past game.
Anyways, so what is your thought?
For me, I exclude FFXI, Tactics, and Direct Sequels. I would explain why, but I would imagine some else will.