My favorites are a tie between IX and VI, of course it's possible that XII will give them a run for their money.
Steve, you say you have completed them all? That means the original, II only released in America on FF Origins for PSX and Dawn of Souls for GBA, III which is as of yet never released in the US but available as a fan-traslated pirate rom but will eventually see an official US release in altered form on the Nintendo DS, IV(EZ) released in the US as II and the original released in FF Chronicles, V which saw it's US realease on FF Anthologies, VI released originally as III then again on Anthologies, VII, VIII, IX, X, and XI through all of the missions for every nation.
Have you also played all of the non-core games: FF Mystc Quest, FF Tactics, FF Tactics Advance, and FF Crystal Chronicles?
If so, that is quite a feat and I must congratulate you.
Also, nobody bring up FF Legends I-III or FF Adventure on GB because they are not actual Final Fantasy titles. The Legends are actually part of the Romancing Saga series and Adventure is Sword of Mana.