I must agree with storm being that FFIV was the most emotional.

Not only for Edge and his parents, but Kain's story between Cecil, Rosa, and himself, leading him to be easily controlled by Zemus. The sacrifices by characters such as Yang, Cid, and Palom/Porom were in some ways overwhelming. Tellah's great anger towards everything when Anna died led to his own untimely demise and in the end, nothing was solved by his actions. Edward, knowing how weak he was, insisted on fighting, knowing that he had to be brave. And the end, during the final battle, when everyone important to the party appears, encouraging them and giving them strength, even those who died, it was nearly overwhelming for me.

FF6 is another good one, not as Great as FF4 IMO, but still good. First, Terra's constant struggle with who she was in the beginning of the game. Hard for her to overcome but she did. Then her battle for love, and to find it in Children when she thought it would come from a love from the insignificant other. Locke's story about Rachel, and how he overcame his emotions for his first love and ended with Celes. Celes' constant reminder that she was once a general with the Empire, and when she was doubted, she proved herself to Locke and the others at the Magitek Research Facility. Shadow entire life (if you saw the dreams) were full of emotional ties. His battle to stay stray from Realm, and the way his dog was the only thing he had. Strago taking care of Realm, even though he wasn't her real grandfather showed his caring personality. Leo's own loyalty that led to his own demise. There's so much more to it, esp. the last scene.

I say ff4 is the most emotional, followed by FF6 closely, and then FF9. In FF9, entire cities were leveled and mercilessly slaughtered. The ending was very sad.