I'm not sure which are the best but my favorites are:

FFI & II - Dawn of Souls
FFIII - Nintendo DS
FFIV - PSP
FFV - PlayStation One
FFVI - RPGOne translation by ChirsRPG and Skyrender
FFVII-IX - PSOne Classics file on a PSP (Graphics) or on a PlayStation hooked up to an SDTV with surround sound
FFX - lol, the Vita version's never coming
FFXII - I've only played it one way
FFXIII - PlayStation 3 had better graphics and audio but you can't go wrong either way.

Never played the online ones, but I assume you would play it on a PC?