Well, I've now played all but one Final Fantasy and beaten most of them, so here's my full list.

1. FF9
2. FF6
3. FF4
4. FF8
5. FF7
6. FF5
7. FF2
8. FF1
9. FF10

I have yet to complete 2, 3, 5 and 10. I'm almost done with 2, and I'm about 25% of the way through 5. The only one I have not played at all is 3. I'll just have to wait until the Final Fantasy 3/Seiken Densetsu 3 two pack that Square-Enix MUST RELEASE.