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Final Fantasy I - Take time to level up during each new area. This allows you to buy every weapon, armor, magic etc you can get. Once you are fully geared you can usually proceed easily in the story.
Final Fantasy II - Make sure you assign a "Unknown" job system from other final fantasy games. You'll need a knight, a white mage and black mage, while you have a second handy man. Don't wonder off doing the impossible and keep your blood swords. Drain and Blood Sword is critical for the final battle. There is two Blood Swords in the game.
Final Fantasy III - Make your way to each crystal and update your jobs. New jobs are almost always better then others. You got a bunch of side quests and customizing you can do. Try to level up during areas you get to and buy all the stuff you need.
Final Fantasy IV - You can get two summons before you even meet a summoner. it's not bad to for Cecil and Kain to bond a bit in the beginning area until the enemies drop a item "Goblin" and "Cockatrice". Remember to check every area or follow a guide. When you get to higher levels you should look at each character stats to get +2 every time.
Final Fantasy V - At the beginning of the game at the first shrine you are at there is a little stretch of land with an enemy called Nutkin. This is probably the best ATB you will get in a long time. It's not a bad idea to level up some. Also Jachol Cave has an area where you can get 5 ATB from Skull Eaters. You can get there right before you go to "The Battle on the Big Bridge". In the end you want to master abilities from movers. You will have to level up until then.
Final Fantasy VI - Do a low level challenge. Notice some items are missable so you want to only fight enough to buy them. This is one of those games where chests change depending when you pick them. You got a full class of characters you can recruit and/or miss. Make sure you take down every enemy at once. That way they will be found forever on the Veldt. When you get the espers that give the best stat boosts when it is time to level up. Also AP can be gained on the veldt giving you a good range of magic to use (Vanish and Doom can kill anything) without gaining EXP.
Final Fantasy VII - great and good chocobos make blue and green which make black which make gold when mated with a wonderful. There is several things to know, when you get to Junon there is a switch you can press that unlocks an easy EXP, AP, Gil farming. You will have to defeat Slalom with aquabreath and/pr beta. You can level up limit breaks on disk 1 giving you a full cast of characters. There is a w-item glitch that can give you 99 of every item. If you master all the materia of a single type you can visit the huge materia to get a single "master materia" for that type. You can get a master magic/command/summon.
Final Fantasy VIII - Do a low level challenge again so you can unlock GF stat bonus boosts. Draw from enemies and run away or card. The game is easier if you are low leveled anyways. Once you get to the soutern continent there is a desert that has cactuars. Fight them for AP! Play cards and try to collect them all. Once you get to disk 3 and every party member you can use angelo search if you confuse a tripod in esthar. Angelo Search is a way to get a lot of rare items in the game. You can sit down the controller and watch a movie. Check back after a while and see what good items you got. Another thing to do is buy 100 tents and turn them into mega potions. Sell the mega potions and rinse repeat. This works best if you have a mastered tonberry with his helpful shop abilities.
Final Fantasy IX - If you hurry you can beat this game in 10 hours. This game has a lot of hidden easter eggs. Master Chocobo Hot and Cold for some of the best gear in the game. Level up abilities BEFORE you change weapons and armor. If you learn abilities as they come the enemies shouldn't be too hard.
Final Fantasy X - Use every character with defend and attacks to get the best results. If every character takes 1 action they get the SP. Make sure to get all the hidden treasures in the temples before leaving them. When in a pinch use all of your aeons overdrive to take damage off bosses. She gets to use them all back to back even if they die.
Final Fantasy XII - Don't be afraid to level up. 2 LP is a lot of LP in this game. Gather all the hidden items you can and make sure you get the zodiac spear. Sometimes this game can be hard but with enough time you should be able to master it.l
Final Fantasy XIII - Gain as much money as possible. Level up your weapons and accessories. The best trick in this game is stagger an enemy and attack it to death. You will have times where RAV/RAV/RAV and COM/COM/COM don't work and you will be forced to use sab/syn/med or sen to get by. Master crystarium every increase and you won't have a problem with the auto-battle feature they give you.