Here's a tip...skip II. It sucks with a vengeance. As for I and III...honestly I prefer them to FF, although it's a matter of personal taste. The cinematics are very long in I, but I really dug the story. I like the setting a lot too, although I am a sucker for spaceships and planets blowing up and shit. The music's awesome, esp. in the first area in III.
I used to really love FF. It jumped the shark with FFX, though. When I first beat it, I remember feeling that it was a great game, but something felt wrong. In retrospect, that was when the series stopped feeling like FF. FFX2 was from the flaming pit of assfire & brimstone. FFXII was alright, but it didn't feel like a FF game to me. I have no desire to play FFXI, as I don't play online RPGs.