I've played and completed I-X and XII, and based upon all I have read, I expect XIII to be my last Final Fantasy game. I don't have much interest in a sci-fi adventure game, and that's the direction they want to go.
Just for the record, I is my favorite (the original NES release), VII is probably my second favorite, and I think that III (original NES) is the underrated gem of the franchise.
edit: Oh, I forgot Tactics! Great game, maybe that's my second favorite.