Of the games with the Final Fantasy name (whether or not they are part of the 'series' is debatable), these are the ones I've beaten: FF6, FF 7, FF 9, FFT, FFT: A, and Mystic Quest. I'd rank them about like this:
1. Final Fantasy Tactics- I've played this game more than any other game I own, except perhaps for Chrono Trigger. Aside from the atrocious translation, everything here is damn near perfect. The story's still one of the best I've experienced, the characters fleshed out, and the gameplay peerless among strategic RPGs. On my all-time top five, easy.
2. Final Fantasy 7- Easily the most significant of the series, as it not only took RPGs in a more modern and mature direction, but it made the genre mainstream in a way it hadn't been before. Not to mention it was the perfect showcase for the PS1's superior graphics in the cinematic department. But even when you strip all that away, you're still left with a great game; the gameplay is still my favorite of the main FF series, the story and infamous twist top-notch, and the characters a refreshing change from the archetypes of earlier RPGs. It also had what I consider the ideal party size for an RPG. Definitely in my all-time top ten.
3. Final Fantasy 6- Also a great game, it just loses a couple points for having somewhat less engaging characters, several of whom were almost completely extraneous. Still a fine RPG in every category, just slightly below 7 in most of them. Not in my top ten, but if I ever did a top twenty, it's definitely on there. Also, it had a much more satisfying ending than 7.
4. Final Fantasy 9- Decent, but a big step down from the other three. I definitely didn't like the characters here, and the story didn't pull me in the way I had expected from the Final Fantasy series up to this point. Gameplay also didn't wow me, the Trance system felt broken, and the characters were very unbalanced. I did enjoy the ability system though; it's been in several games, and I always like it. Also, the visual style of this game, and how it hearkened back to the older RPGs, was also something interesting. Not gonna make any of my top lists, but I still was glad I played it. I doubt I ever replay it, though.
5. Final Fantasy Tactics Advance- Now this game was pretty bad. Undeserving of its namesake in pretty much every way. The story? Terrible, not fit for anyone over about 10. Characters? Grating. Visuals? Cloyingly cute. Combat? They combined the gameplay of Tactics Ogre and FFT and somehow came out with something worse than both of those. Again, this one has that likeable ability system, where the skills are in the equipment, but that's small consolation, especially since said system was better implemented in titles like FF 9 and Vandal Hearts 2. And forget about the judges, that's a whole other issue. Ironically, this game had much more replay value than FFT in theory, with the ability to play after completing the main story, and a host of optional quests to do. But the overall experience was so bland and irritating that after I beat the game, I never turned it on again.
6. Final Fantasy Mystic Quest- I don't care if it was supposed to be a beginner's RPG. It just has too much suck for words. You want a good beginner's RPG, then play the one I did first: EarthBound. Simple, but still quite enjoyable. Everything Mystic Quest wasn't.