I really wanna say FFIX is my favourite because it feels like such a magical world and the characters were so colourful and interesting without being annoying (except Quina and, to a lesser extent, Eiko). Kuja is undoubtedly the best FF villian in the sense that he was a victim of his own fate and fought tooth and nail to defy it. And this game brought it back to the classic 'crystal' FF with the storyline, the world and the fact that they have clearly defined classes (unlike FF 7, 8 and XII, I'm not sure about XIII because I haven't played it) But unfortunately, it is only my second favourite FF.
FFX is my favourite because it has a superior battle system,
a deeper story which made me get lost in the world of Spira and the characters seem less cliched and more fleshed out in the sense that they have more complexities in their personalities.