the KOtRT "side quest" also had those other special materia's you could get by getting the river & mountain chocobo's. On top of the breeding & racing aspects.
It really was just an awesome sidequest.

SO3 battle arena was fun, all those unique monsters & fights. Might be the best version of an arena.

If you consider optional characters "side quests" I would say SO2.

FF8's triple triad was fun in the mental challenge of it, but do minigames count?

I know there are a number of smaller ones that I can't put my finger on, things like ff6 lovers' letters quest etc...