I liked IX more than VII or VIII, but that's just me. Of course I still say that Tactics trumps any of the numbered Final Fantasies hands down.

It really depends on what you want. Most of the earlier FFs, which are available in collection packs, are fantasy-based (as is IX). FFVI is somewhat steampunk, but still pretty definitively fantasy. VII and VIII are both different in that they're modernistic/sci-fi stories, but generally Final Fantasy is, well, fantasy.

If you tell us what you're looking for in a game, we can probably help you more.