It is quite difficult to pinpoint the best Final Fantasy game, as it's not just a series of sequels, but a kind of a collection of archetypes with constant iteration on their design and usage, both gameplay, story and visual language–wise.
Final Fantasy can be considered a trail blazer, while Dragon Quest was mimicking Wizardry with its first person combat where you only see cute monsters designed by the great Akira Toriyama (God rest his beatiful soul), in Final Fantasy you can see characters in battle, they even do their cute little animations of attacking or chanting a spell. It was a big deal back then.
Final Fantasy 2 tried to tell an actual story with actual characters, it even had some light adventure game elements where you can actually ask major important characters about key elements of the story you learn, but also, for some reason, tried to innovate on the battle system with its weird progression system, which, to these days, stays the weakest FF battle system.
Final Fantasy 3 is the beginning of what distincts FF as a series, the job system. They implemented a lot of mechanical customisation, kind of a return to the first game, but with more freedom, and also they toned down on the whole storytelling thing, which made a game a lot better than the previous one.
Final Fantasy 4 is where developers actually told a good story, a game story which doesn't exist outside of game mechanics, but which is supported by it (for example, the moment when Cecil becomes a Paladin is done via a battle, and Rydia can't cast Fire spells in the beginning of the game, because fire killed her whole family and her home village, and I'm not even done here, there's a lot of plot moments in the game which are supported by the game world's rules and game mechanics). A top tier choice for sure.
Final Fantasy 5 again makes itself distinct from the previous entry by, again, allowing for freedom of swapping classes, creating your own classes by learning and combining class abilities, and interacting with the game's world based on your classes selection (learning blue magic through monsters you encounter, learning geo magic through backgrounds you encounter when battling with monsters). The most light hearted game, and it is full of shounen humour, even if it's another game where one of the main characters die (don't worry, they will be replaced by a relative of said character with the same stats). A top tier choice for sure.
Final Fantasy 6 locked character classes again (I'm beginning to see the pattern here), but each character is truly unique and brings something to the table. I love how the game plays to this, no doubt, strongest element, by forcing the player to form groups of different characters which player then should use together. Didn't care about other characters and only used your favorite ones? Well, too bad, you have to use them in the final dungeon. Also, the way each character has its own story arc (sometimes it's optional and can be skipped) and you can't even decide which character is the main one, tells a lot about how Squaresoft learned to tell stories with their games. A top tier choice for sure.
Final Fantasy 7 iterates on previous game, by retaining FF6's magic system, where each character can (and, frankly, SHOULD) learn magic, but instead of getting new spells from Espers, FF7 characters get them from Materia which they equip to their weapon and armour. This is a very deep character progression system, where you can find a stronger weapon or armor, which has a poor Materia usage capabilities, so you have to decide which you need more. Materia can also synergies together, and there's a lot of ways to create a busted overpowered builds with a right set of materia. The first game in the series where one of the main characters's death is played masterfully and left a huge impact on videogames as a whole. A top tier choice for sure.
Final Fantasy 8's battle system is so abstract and system based, that you have to be a child to enjoy it (through not understanding it and just playing the game like a normal JRPG ). Unlike FF7's battle system, creating busted builds is not fun and only requires grinding and grinding. Fighting ordinary monsters is no fun at all, because of auto levelling. This all sounds like FF8 is bad, but it actually has one of the most interesting game settings in the series with, dare I say, great characters and story (I know, I know about amnesia, about angsty main character, this been repeated on the internet myriads of times and it is still wrong). FF8's heart (visual style, music, characters, story, mood) is good, FF8's brains (battle system) are not so.
Final Fantasy 9 is hailed as a return to roots in todays internets, but it wasn't as hailed back then. Characters again have their distinct classes, based on classic jobs from Final Fantasy 5, magic can be learned only by mage characters and you cannot change a character's class. Not only character's class distinct the character in battles, it is also tied to the character themselves and their role in the story, you just can't separate it (aside from Amarant, but he's hardly a character at all). The rigid class system with each character being able to learn only passive and active skills that are available to them kind of limits the freedom of party building, kind of like Final Fantasy 6 did, but without the freedom of learning magic. New system with passive skills you have a limited amount of resource to put into slightly alleviates that, so you have choices for each character and sometimes you have to select different passive skills based on need in the next boss battle, for example. The story, visual style, atmosphere - it is truly one of the best games on PlayStation. A top tier choice for sure.
Too bad the series ended with PlayStation 1 though, I'd like to see what Squaresoft could do on newer console generations.