Hoo boy; I don't know if I have a "favorite game", per se, but my old memory card from high school still has a save file with about 270 hours of Vagrant Story on it. (Or it did, who knows if that thing is still working now).
Lotta good points already made, I'll just say a bit: Perfect preparedness and following exacting guides WILL burn you out before you get close to the end. You can specialize a weapon for each class of enemy, in each variety of edge type, to say nothing of crafting/training perfect armor sets - all of which takes multiple playthroughs if you want the highest tier of items in the ideal material type. So....don't sweat it, truly!
A good way to start VG is to think of each weapon you find as having a job, or a given role; everything can be combined and worked on in a workshop, with stats mostly retained, so don't worry about "I might replace this later". For instance, I like to use the initial sword, "Fandango" on Humans exclusively, switching to the first hand axe for Beasts, and the first crossbow for ghosts. (Makes dealing with their teleporting a little more painless, though they're a handy option for bats too). A mace for undead skeletons, a spear for dragons because that's just The Only Choice for dragonslayers, in my opinion, etc.
Remember that improving against one enemy type worsens the blade against the two types below it on the menu; I'm going off of memory here, but I believe that means a Human-killer will be bad against Beast/Undead; a Phantom-killer (exorciser?) will be bad against Dragon/Evil. That does mean you can double up most weapons without worry, like a Human/Phantom edge, a Beast/Dragon spear, and a Undead/Evil mace. That last one is going to max out it's Light affinity REAL quick...
...which is a good opportunity to mention elemental affinities! In short; don't worry about it! There are gems to be slotted that boost those, and they're not a big focus till later on, as you fight more powerful elemental Phantoms, and different varietals of Dragon. Specifically training elements is pesky, and it's tough to do perfectly because there's an odd number of them, but really, this is what Gems are for. Don't worry about it.
Oh, something that can go missed? Break Arts. Special attacks that are unlocked by killing enough enemies with each class of weapon, these can give you access to a specific element to exploit an enemy weakness (which, by the by, is part of why you should Analyze freakin' every enemy, you'd be surprised at some of the details and weak points). Maybe more importantly, you can get consistent ailment effects like Paralysis from them, and a lot of enemies will waste turns undoing effects.....
...which reminds me, opposite effects don't cancel out, they overwrite. If an enemy buffs their strength or equipment, smack 'em with the debuff to waste the effort, and vice versa when they try to weaken you. Also, Herakles and Prostasia make sense for every fight once you get them, you do more damage and take less!
You *can* go for a magic-caster build, but it's probably not a first playthrough option, and it's still usually working a lot harder than just punching them in the face. OH, also, Punch Things in the Face!~ That's a viable attack when you don't hold a weapon, and you *do* have Unarmed Break Arts! (You can't train fist stats or use your armors, though, so it'll always be a bit weaker than typical weapons. Still, if you need a blunt attack....)
That's all the rambling I got in me right now, going off of twenty year old memories. I know this, though; nothing else in the 90's, save for Metal Gear Solid, had the kind of storytelling - with an eye to thoughtful cinematography inspired by movies - that Vagrant Story did for the time. The plot has some nuance, and the characters become more interesting as we learn about them throughout the game. Ashley is a kind of old-world James Bond, but more akin to the version we got years later in Casino Royale; a dispassionate troubleshooter for the state, who steadily remembers the soul he once had before he became The Job, and just The Job.....there's more to that comparison I want to make, but I shouldn't start spoiling things here! I hope y'all have fun with it, and I look forward to reading what ya think.
I just read the "quick" readme and...