Final Fantasy is always at its best when it's going for some serious payoff with the characters. You can't really say you've gotten into one of these games until a particular character strikes you as "identifiable" with your personality. So therefore, when the game goes for dark and gritty (ff2, ff4, ff6, ff7, ff12) you tend to identify more with the characters...after all, the real world is quite dark and gritty itself.