I think X was the darkest. It had an upbeat main character, sort of, but it was all about... death and suffering. This quote pretty much sums it up:

(SPOILER)Auron: Summoners challenge the bringer of death, Sin, and die doing so.
Guardians give their lives to protect their summoner. The fayth are the souls of
the dead. Even the maesters of Yevon are unsent. Spira is full of death... Only
Sin is reborn, and then only to bring more death. It is a cycle of death,
spiraling endlessly.

I think that's really depressing. o_o;