Regardless of what I think of XII's story it probably has one of the highest numbers in any FF that gives history about it's world, I don't really remember any of it, but I know it's there.
I liked X's change of pace in story with view's on death religion and technology.

IX had several revolving things and you learned about some of it's history through garland, and that Ragtimer enemy. I had hoped I could have learned a little more about Lindblum and Alexandria and maybe the random city in the middle of nowhere Daguerro.
Also I would like to add the Eidolon's to the list although I recall the Eidolon wall, but I'm not sure what was really there.