FFX is good. I didn't get past the Calmlands though. I need to try again...
FFVII is good too, but I had to start that over near the end of the first disc due to poor party and materia management. By the way, don't just ride past Midgar Zolom. Equip a character with as much damage resistance you can find and an enemy skill materia. You can get a really awesome skill from him very early in the game.
But my favorite two FF's by far are Kindom Hearts and Kingdom Hearts II. For something as cheesy as a FF-Disney fusion, they are awesome games with great gameplay and storylines.
I havn't played FFIX, but it's on my to-do list!