Ah Final Fantasy, the one series that never fails to give me at least a good couple dozen hours of enjoyment! I have only played 1 and 2 on the re-released GBA version, but I did indeed finish FFI. FFII is another story....While I did enjoy that there were characters with actual names and backgrounds, the fighting system seriously put me off. Sure it makes sense, get hit more often = you gain more stamina/endurance/hp, but having to actually hit your own guys in battle just to have enough hp for a regular battle just got frustrating.
FFIII I never played until I got the DS version, but I am still playing it. Pretty fun so far, but the whole "Have to be out in the world map to save" thing is really annoying.
FFIV (or FFII back in the SNES days) I have completed and it is definitely one my top favorites. FFV I have beat on both the PS and GBA versions. FFVI (FFIII in SNES days) I have beat multiple times, number 1 on my favorites list, FFVII is where most Final Fantasy players got their start, FFVIII was definitely a departure from VII but I thought it was very good, I loved the challenge of having enemies become stronger as well. FFIX was very fun even though it wasn't as memorable for me as the past versions. FFX was a lot of fun but the whole skill grid didn't really mix well IMO. FFXI, well MMO so I never really bought it, and FFXII was very fun to play but the characters were a bit bland compared to the previous installments.
I hope to someday buy a PS3 for FFXIII and XIII:Versus, and find a friend that will let me borrow their PSP for Crisis Core.