FF I, while a good game, doesn't offer as much in terms of story, battle system etc. Nonetheless its a classic game and worth a playthrough
FF II has a lot of interesting aspects to it like a password/key word system and its story is a bit more built up then FF I. However the leveling system is more so based on what weapons/magic you use and how often you loose HP and MP... Some aspects are inversely proportional which can cause some annoyances (You level up your strength but as a result your magic decreases). It also has some exploits in the battle system which are a bit too tempting at times.
FF III depends on the version. The NES version is pretty standard with a cool job system, however many of the jobs don't have much to offer and you may end up sticking with only a select few over the course of the game. The DS version has the same difficulty as the original, but adds more into the story department and makes many of the jobs a bit less useless (commands aren't overridden like fight/item as in the NES version)
FF IV is pretty great, though you may want to wait for the DS remake thats coming out, not that I don't enjoy the SNES/PSX versions of the game. Its just if you were considering the DS version at all, you might not want to basically play through the same story twice so soon.
FF V is fun for the job system (Tactics is good if you like that too... but its a whole different game). Its story is pretty good as well, but probably the weakest of the 3 SNES games.
FF VI has got a great story and some of the best graphics and music the SNES could offer. The esper magic system, while fairly simple, makes building character stats pretty fun. Plus there are 14 playable characters overall, many side-quests and doesn't really have any slow points.
FF VII was greater when it came out then it is now (maybe I'm just a bit tired of the spin-offs and reinvention of it all)
FF VIII has a good story, but its pretty different in terms of game play (not necessarily bad but its exploitable, repetitive, and overly complex at times)
FF X-2 has a fun battle/job system, but thats really all I can say that its got going for it
FF XII: the story seems pretty great so far, but it seems to take so long between cut scenes because there is a lot of level grinding, trying to save up enough money to buy proper equipment, and it rewards repetitiveness by battling the same monster type over and over again to build chains...
I've been a massive Final Fantasy fan, but its been hard getting through XII (Then again there are other factors in that as well)