To be quite honest, although I love the final fantasy series, I have not finished a single main entry game. I just seem to get sidetracked and don't come back to the game for a while.
However, I find 12 the best one in the three games I have. Reasoning being that 8 was a second hand copy and the second disk is fucked so couldn't play it propery, and 10 had the classic RPG battle system which is good, but I like new (or jst significantly altered) battle systems more. Thats just me though