In terms of having places I'd actually enjoy living in or visiting, I think VIII for me. Most of the towns felt like complete communities to me, unlike the locations in later games that are implied to be massive, but don't really feel like a lot of people are there (looking at you XIII). The towns in IX do not have the level of comfort and tech I prefer, and VII has the tech but almost everywhere feels deprived or dirty.

However, I would agree that IX has the best setting for it's world, plot and characters. I wouldn't want to live in Madain Sari or Lindblum but they fit Eiko and Zidane perfectly.