The series is more about gameplay rather than plot if you ask me. And as Apex has stated, they take quite awhile to actually start picking up because there's usually a lot of info dump at the beginning; not to mention the main characters are known to be quite annoying (except First Departure). Once you start the actual story though, the games become a lot more fun as you go around finding stuff to combine and make better gear and discover new items through the item creation process.
I don't blame you on The Last Hope and Till The End of Time though. The Last Hope was a total trainwreck despite the pretty graphics, and I'd easily consider it the worst in the series. My main gripe with it is that they went with a horrible plot that not only had a gainax ending, but also an annoying cast. It's like they stuffed this game with a whole bunch of common anime tropes, whereas the previous games didn't take them to the extreme.
As for Till The End of Time, this one IMO is probably the one that takes the longest to get into. The first planet you explore is very tedious and is mostly non-plot related. Once you actually land on the main planet of the game, it then takes another hour or two to get interesting when you're finally able to start doing Item Creation.