My favorite part would be rescuing Yuna from the Al Bhed and playing Blitz Ball for the first time!

Another favorite part would be going to Guadosalam to see Seymour and thats where you get hit with a lot of story and dialogue with Seymour failed plan of wanting to wed Yuna so he can become Yuna's final Aeon and become the new Sin. Anyway, some of the best stories of the game.