I really liked 8's story because it was really character driven. Well, it focused on Squall, and not really any of the others.
I didn't really like any of the characters or story from 7. The Materia system was bretty gud though. It was fun messing around with just to get that badass ultimate weapon.
15's story is awesome, if you focus on the characters. The actual story is a broken, mangled piece of shit. Something about a war, I dunno. 15, by far, has the best character development, and if the ending doesn't bring a tear to your eye, you aren't human. Or you just don't care about vidya.