Own
Final Fantasy I (Origins)
Final Fantasy II (Origins)
Final Fantasy IV (Chronicles)
Final Fantasy V (Anthology)
Final Fantasy VI (Anthology)
Final Fantasy VII (PSX + PC)
Final Fantasy VIII (PSX + PC)
Final Fantasy IX (PSX)
Final Fantasy X (PS2)
Final Fantasy X-2 (PS2)
Final Fantasy XI (PC)
Final Fantasy Tactics (PSX)
Final Fantasy Tactics Advance (GBA)

Beaten
Final Fantasy I
Final Fantasy II
Final Fantasy IV
Final Fantasy V
Final Fantasy VI
Final Fantasy VII
Final Fantasy VIII
Final Fantasy IX
Final Fantasy X
Final Fantasy X-2
Final Fantasu XI
Final Fantasy Tactics
Final Fantasy Tactics Advance
Final Fantasy Mystic Quest

Need to play
Final Fantasy III (I desparately need to play this game)

The worst game in the series is Mystic Quest, hands down. If that is not an option, Final Fantasy Tactics Advance. If it must be from the roman-numerally-numbered series then I say Final Fantasy V. I am still fond of all three of these games, but they are my choices for worst if I had to pick.