The ending of FF9 always touches me. Probably will always be my favorite FMV in any FF (or any game, actually!!!) I think my only regret is that what's going on in my sig/avatar... never... really... happened...

*bummer*

Other FMV's I really like...

Aeris death and Cloud placing her into the water. And also when you see Sephiroth in the fire at Neibelheim.

FF10 still feels like a long, continuous FMV. But of all the true FMVs, it's probably the beginnign sequence, and also when Yuna is sending the Aeons at the end.

FF8... Hmm... the ending. Definitely.

...I see a pattern in what I like.