I agree. The Lunar Whale is quite close too with a free inn, Fat Chocobo and an ability to take off to the Moon, but I think the Invincible wins because of free inn, weapon/armor/spell shops, Fat Chocobo and the cannon, which is somewhat useless but it's still quite cool.FFVII's Highwind isn't bad, either. It has people to talk to, a free save point / inn and you can also bring your Chocobo along with you to the airship.
The least favorite is probably the first airship you get in FFIII, the one (SPOILER)which you crash into a boulder. You can't do much with it, and it can't even cross mountains. Other than that, I didn't really like FFVI's Blackjack, although I think Falcon was neat.