I've played a handful of them, but I'd no sooner call Final Fantasy a game series as much as I'd call National Lampoon a movie series. Most Final Fantasies have little to no continuty with each other, and those that do pull some kind of presumptionsuous number-dash-number title (i.e. X-2), or give it some kind of subtitle (Crisis Core). The only similarity is usually the turn-based formula, and FF12 kind screwed that one up.
That having been said. I like the original FF7. It was a little on the long side, but there was enough to do, and it was well made enough that I could widdle away the hours without much care or thought on it. 8 was good, but didn't hold my attention as well. The only character I really liked was Squall, but that might be because he shared so much in common with his blonde predecesor.
Played 12 for awhile, couldn't finish it either. It made me feel like I was in a mmoperger with a bunch of computer people as my party members.
The only Final Fantasty I remember having a blast with was Final Fantasy Crystal Chronicles. A buddy of mine had it in the dorm where I was staying at the time, and for several weeks we had all four slots filled while we were trying to work toward the end. He did eventually beat it (though I wasn't around when he finally did), but it was a fun time. This was the only Final Fantasy I really got into, and of course SquareEnix didn't really pursue the CC formula much afterward so. Take that as you will.