Hmm, my favorite swords? Now that's a tough one. Here's some of them:

FF1 - Defence and Sun Swords were pretty good.
FFVI - Atma Weapon (looks like a lightsaber ) and Illumina.
FFVII - One of Cloud's swords (I can't remember the name)
FFIX - One of Zidane's double weapons... probably Ultima Dagger or whatever it was called.
KH - So many good ones. Divine Rose and Oathkeeper were my favorites, though Lionheart is pretty good too.
CT - Rainbow Sword