The first RPG I ever played was Final Fantasy I on NES when I was in elementary school. And it was the game that turned me on to the RPG genre. It was given to me by my cousin who I guess hated it. I still wonder, he must have hated that game so much to give it to me back then when it just came out.
I have played and beat almost every Final Fantasy up through XI. Never beat XI, or XIII.
I personally loved all them through X, except VIII was easily the weakest in the bunch. 3, 4, 5, 6, 7, and 9 are easily the best titles and it's so hard to choose between them. 3 was the best by far on the NES/Famicom, all the "real" SNES ones were epic, 4, 5, and 6. Obviously 7 is love it or hate it. I personally loved it and feel most feel the same, and it put RPG's on the map in the states. I remember in jr high people talking about That game who only played stuff like Madden and other sports games. It had a great battle system with the customizable materia linking to weapons which opened up so many types of combos. I wish more Final Fantasy games were this customizable.
Final Fantasy IX is easily considered the lost Final Fantasy. It is really under-appreciated and was a great game. I just think a lot of people, including myself couldn't get past the Zidane (the main character), looking so awful. He was like half human, half monkey. But if you stuck it out you realized what a gem that game was. It had a great story.