Its either four or Six.

Four introduced character driven plots and a party that changed, which I'm not sure if the others had, except maby two. But 4 was in the U.S.. First I believe, correct me if Im wrong on that. Up to that point 4 seemed to have the most complex story.

Six was the most complex story final fantasy to date argualbe. Also it introduced something used in almost every final fantays thereafter, and interchangeable party.