Though I have love for many Final Fantasy Games, I'll go with one that is relatively new: Final Fantasy: Revenant Wings for the DS. I love the gameplay, which is part RTS and part RPG. The bahamut battle will be one that I will never forget (mainly because it was so hard, but my strategy was funny).

Runner up: Final Fantasy IV (II in US). Mainly because of that stupid boss that you had to use reflect on because it always healed. Was a good (although irksome) breath of fresh air from the normal battles where all you did was attack and heal, and didn't use support magics at all (seriously though, support magics are pretty worthless...).

Good call on Final Fantasy: Revenant Wings!