To me, is FFIX.

Treno the city of eternal night, Burmecia the city of eternal rain, Cleyra the city on a tree surrounded by a magical sandstorm, the misterious Mist envolving the entire Mist Continent, the exotic and misterious Iifa Tree, a world in an alternate dimension(Terra), the misterious Outer Continent and Forgotten Continent, Madain Sari and the story of the Summoners and Eidolons, the surreal Memoria, the beautiful Crystal World, etc.

The locations of FFIX scream "fantasy".