I never felt like stealing was a pain in IX. Maybe gunning for the super rare item in timed fights like the ones with Beatrix, sure. But most of the time it was pretty favorable. Of anything, I feel IX gave me the thief class I always wanted, barring the one broken skill and unrelated Trance mode. I feel thieves should have a skill that tells you what enemies are holding, and one that turns battles into back attacks.

Still, I'd say stealing is most rewarding up until FFX where it's useful, but not in the way you think as this thread has pointed out. For mainline games. I'd say V, VI, VII, and IX are generally the most rewarding since stealing offers a lot of avenues for players like acquiring better gear early or allowing you a cheap and easy way to stock up on better healing items.

The problem with games like VIII and X is that stealing isn't really optional. If you want better weapons, you need to steal. Stealing from Machina is so beneficial, your only excuse not to would be for a challenge run. It reduces a fun mechanic to a necessity that makes it boring and less exciting. As for XII, that's the game that tends to screw you more for steal rates. And by endgame, it's manipulating the drop rate that is more beneficial since all the ultimate weapons are tied to the Bazaar mechanic.