Haven't played any of the 3D era ones yet (though I own 8, 9, and 12).
Of the 2D ones that I've played, I absolutely recommend all of them, but all for different reasons...
1ADV -- This is the beginning of story-based VGRPGs. Every RPG ever made since this has attributed at least some part of its gameplay to this game. It's probably the worst game in the entire series, but the worst of a fantastic franchise is still better than a lot of other games out there.
2ADV -- The first FF game with a solid and at least semi-original storyline with decent characterization and writing. The levelup system is an engaging attempt to avoid the standard level practice. Instead, you level each stat (including HP and MP) based on how you use it. It's altogether too easy to break this system, but it's a good attempt at something different.
3DS -- This is probably completely different from the original 3, but I really liked the complexity of this game. It's the first FF game to have multiple worlds, the first to go underwater, and the first to really use mountains as passage points. The story isn't bad either. Not to mention it's tough as nails as you can't buy Phoenix Downs to revive your characters. The Job system introduced here is used in many subsequent FFs as well.
4ADV -- This is my favorite game in the series. Rotating character roster, fantastic but simple levelup system, and a story that bests any others I've seen. Not to mention the 50 level Final Dungeon that you have to play through at least 3 times to pass and the introduction of *3* worlds this time around. And you can swap your characters and give them each a different "ultimate weapon". Oh yeah. Kain FTW.
4DS -- Same story, same gameplay, but the Final Dungeon and the swappable characters are sadly missing here. The new features are decent, but not enough to offset the losses.
5ADV -- Only played through this once, but it was a FUN once. The Job system is back and much more palatable this time around. The story is nothing earth shattering, but has some pretty fun moments (Faris). Unfortunately, there's much less sandbox action in this one, and the corridor is pretty darn long until the last 5 hours or so. Still, it's Final Fantasy, and it's a good game.
6ADV -- I don't like this game as much as others. The first half of the game is quite enjoyable, and Kefka's a donkey, but the second half was just a grind for me, and there was nothing really engaging about any of the storylines after the Big Kahuna event. I'd probably place this game in the middle of the pack, with the first half and Kefka really saving an otherwise very dull FF game.
Gimme another 3 years, and I'll form an opinion on a few more FFs...