I haven't played any since X-2, but only because I haven't had the time since I started Uni. Okay, well I've played Dissidia and Duodecim, if that counts.
I've played I to X-2 (which I thought was terrible by the way).
IX was my first, and favorite. Some call me crazy as they think it's a horrible game, but only because they're fanboys/girls of the sci-fi emo games of VII and VIII of the late 90s.
IX was magical, light hearted, simple (but not too simple that it was dumb), with its moments of seriousness. Really pulled me into its universe, something VII and VIII couldn't. Not to bash them though, VII's popularity really made its universe expand and soar, it has redeemed itself. Especially with Crisis Core.