Hmmm...So far, I've played VIII, X, and X-2. I have VII, but I haven't really gotten into yet, as Star Ocean 3 is taking up a good amount of my time, and the thought of starting another Square RPG now just makes my head spin...
My favorite of the ones I've played would probably be X. The story was great, the graphics were great, it was just a great game.
VIII is definitely second, as it has a great story, and the characters are really good, too.
X-2...Yuck...The only reason I'm playing it is because I want to see the ending to X's story...