Hmm... Blaze puts forth a good way to respond, with overviews.
FF1: The very first game I bought with my own money. At all. It will always have a special place in my heart. I'm not sure if I like the original NES version, or the GBA remake better. The remake has SNES level graphics, and they added content, and also fixed some of the frustrating things that were fixed in the sequels (saving anywhere on the outside world, auto target correction in battle after a baddy dies, etc. ) Some would argue this makes the game easier, plus it doesn't have nearly as much nostalgia factor to it, but I kind of dig it.
FF2: Haven't played a lot of this one--yet. Downside: One of the initial characters isn't in the party until way into the game. Upside: The spell levels get obscenely high. (I cast "meteor9!" )
FF3: Again, not a heavy amount of exposure. From what I've seen, they were trying to hard to make the game a "harder" rpg, and I mean in more than the difficulty. I'm gonna go with the idea that they were playing way too much AD&D
FF4: The first one to have an engaging story, I like the game, but it often feels like it's "almost" the level of game that 6 ended up being.
FF5: Despite being more on the "technical" level that three is, the game is a lot more solid of an experience. It does have a sharp difficulty curve, and a surprisingly elaborate plot that actually punishes you for having characters die in the last fight. But on the plus side, I have to admire how well the job/class system works, and the sidequests are probably the most "side" the series gets. Noone mentions anything about most of the side work you can do, and they're usually harder than anything else at that point in the game. Damn...now I'm going to have to go take another crack at this as I'm geeking myself up.
FF6: Between the excellent storyline, the absolutely fantastic rendering of Amano's art, and the mind-boggling level of variety to the gameplay, there's a reason that most fanboys consider this the best of the series.
FF7: The reason I ended up buying a Playstation. There's probably a lot of people who can say the same. It really took the level of gameplay that 6 had and pushed things into the 3D realm, redefining what RPG's were to be in the future. It was pretty much a grind fest with an alright story, but at the time, it knocked all socks off.
FF8: Sigh. easily my least favorite in the series. In an effort to change things up, they made a game that just WASN'T FF to me. That and the story was so angsty it made you want to puke.
FF9: The throwback game that Square clearly didn't care as much about as the upcoming ps2 upgrade. However, 9 is a ton of simple fun. And it's story is fairly well structured despite the cute-ish graphics.
FF10: The story is better the second time around, but the fight engine is pretty damn good. There's a lot of time you can spend on sidequests (Go Blitzball! ) and it's a beautiful environment. Not sure what else to say there. I actually like FFX-2 even better.