FFI: First the peninsula northeast of Pravoka. Then the Giant's Hall in the Earth Cave, then Zombie Dragons in the Castle of Ordeals or just going through dungeons.

FFIII: Just stay in the latest dungeon and fight for a while.

FFIV: Keep leveling up in the following dungeon until you're strong enough to go through it.

FFV: Leveling up abilities is the most important thing. You just need to fight a lot. The only great leveling up place for EXP I remember was in World 2, the abandoned castle where you fight Zombie Dragons. Use Control on them and have them Flame themselves to death for lots of EXP and AP.

FFVI: The tyranosaur forest. If I want to someone to gain quick levels there, I give him/her Genji Glove, Hero Ring, Atma Weapon and Illumina, and equip them with Bahamut to learn Flare and get the best HP-ups. Then I petrify the others and go fight those tyranosauruses with that one character.

Generally, the best advice for leveling up is to fight all the battles you'll run into. Only flee if your party is severely weakened or you're in a battle where you could lose or get hurt too much. Though in FFI, you should run away from Sorcerers and enemies that can poison, petrify or insta-kill you.