I'd have to say FF4 was the most fun...maybe because that was the first I played...but it really seemed to be an enormous world and had really unique bosses.
I tried getting into FF5 a long time ago, on several occasions, but it was just way too formulaic and boring. Didn't really like the job system, and the music wasn't all that great except for some boss themes.
FF6 had the best cinematic direction out of all the FF games, though, even if it was just with 2D , super deformed sprites. It also had the best soundtrack out of all the games, with great songs like "Devil's Workshop," "Aria de Mezzo Carattere," and most of the characters' theme songs.
I also liked the music in FF7, in particular Aerith's (or Aeris, whatever) theme, the main theme, and the boss battle song "still more fighting" among some others. I thought the music, if nothing else, was much better than in FF8 at least. I liked how the background of the characters unfolds, especially the "weak soldier rising from the ranks" sort of theme.
FF8 was way too boring and the battle system was just too retarded for me to get into. Constantly summoning creatures and pressing buttons over and over and over again for even the most menial battles was just plain dumb. My friend laid the plot down for me, after I said I wasn't going to bother with the game ever again, and it made me glad I didn't. It's so ridiculous, like it's out of a Thomas Hardy novel or something.
Haven't played 9 much yet (was too busy with other games) or 10, as i lack a ps2.