i think it was X.
X had the best difficulty by far IMHO. battles like Yunalesca, Seymour @ Gagazet, Braska's Final Aeon were very challenging and the bosses were just plain difficult, not cheap. the game also did a great job at making the battles feel very epic.
I like how you could switch in and out of battle, i liked how aeons were playable, i liked the turn based system, i liked how you could see the consequences of using a powerful move (an overdrive would take longer to recover from than say a regular attack). Overall, i just thought this was the most strategic FF game to date.
VII was a great game, but it was stupidly easy
VIII ^^^ same as VII^^^
IX was my favorite game, but again too easy.
XII was too easy plus i didnt like the gambit system
XIII is just annoying