Was Final Fantasy XI not viable/successful worldwide on console?
A fair question!
As far as the PS2 version of XI, while I can't speak on its success, I don't think it was viable for most gamers on release. It required buying both an internal HDD for the PS2 and a modem. I believe it came bundled with these items (for a hefty price) but for the fact that it required several extra bits of hardware, I don't think it was a practical title for most PS2 players.
With PSO, you just bought the game, popped it into your Dreamcast, and you were up and running. All the extra hardware was already built-in, or used accessories you already owned (a VMU).
Didn't XI get a release on the PS3 and 360? I believe there were other console MMO titles that generation, too. Given the built-in modem and storage options on both consoles, MMO releases at that time were much, much more viable than they were for the PS2.
Still, I give Square credit for trying to do something ambitious
Now, for my own choice? Easy:
Real teams. Real players. Full season (and postseason!) play. Individual player stats. Stat tracking. Even injuries! And it came out several years (three or four?) before the Madden series managed to have real teams and players in its own games. Just a mind-blowing, breakthrough title for NFL fans at the time
Honorable Mention goes to Baseball Stars, also on the NES. Being able to customize your entire team and raise their stats through gameplay made for quite the unique experience way back in 1989!