Most people consider FF9 to be a lot better than FF8, mainly because most people hate FF8.

They're all a little different from the other FFs, though. Some pros and cons for both of them-

FF8:

+ Pretty deep story, kind of complicated
- The story ends up being highly repetitive and sucky
+ Sword with a gun in it? Cool.
+ Lots of characters
- The Junction system is complicated and unless you can use it, it's a pretty hard game to play.
- You can't buy weapons, you can only upgrade the ones you have (in a pretty bad system, I didn't like it at all)
- MP was demolished, in favor of the "stock" system.
- You don't Learn new magic buy leveling up, nor do you buy magic. You have to draw it from the enemies.

FF9:

+ Cool story
+ The guy has a tail. I wish I had a tail.... I wish I had wings more, though. But I digress.
- Not many characters, but those that you have, you learn to love
- Trance (FF9's limit break system) has to be used when you get enough damage, and there's no way for saving it. Also, it doesn't last very long.
- Magic's kinda hard to use, with the MP cost being pretty high. This one's not too major, though.

All in all, I'd say that you should buy FF9. I wasn't a fan of FF8, myself, but after some thought in the past few months, I'm thinking of trying it again. But FF9 was a good game.