FFVII: The first time around, Aeris' death made me tear up. It was the combination of the music, and just watching that little materia fall down into the water.

Also when Nanaki with Seto. That actually made me cry.

..and when Rufus "died" That was very upsetting.

FFVIII: Haven't played this game so much, but Squall getting hit by the shard of ice made me squeal. No tear worthy moments yet.

FFIX: I cried loads in this game.

I cried when the black mages fell from the cargo ship, and that sad music was playing.

I cried when Brahne died, because of Vivi's commentary.

I cried when VIVI died.

I cried when Kuja died.

FFX: I cried at the ending, then laughed when Yuna fell over :/