All of them
Each game offers something different than the last or the next one , and for me it's difficult to decide on which one.
Final Fantasy 2 leveling up system is cool and what's cooler is if you use too much physical weapons the intelligence of the character goes down XD
Final Fantasy 3 job system on the NES is mediocre not the best really but jobs like scholar who kills people by slapping them with books is so memorable and of course DRAGOONS exist!
Final Fantasy 4 has a job system but it's predetermined , the jobs are unique to each character and it's a part of their identity and gameplay.
Final Fantasy 5 well do i need to say anything? Unique sprites for each character for each job that fit them , i beaten the game with double wielding spear faris! And mimic coin attack by all party members.
Final Fantasy 6 unique gameplay mechanics are like Final Fantasy 4 with each character having something unique , and the first ever system of summons empowering characters in different ways , whether you unlock magic which is severely restricted at the beginning or gaining more stats on level up.
Final Fantasy 7 the materia system is flexible and requires a little bit of thinking when it comes to deciding which weapon to use to house your materias , what am i saying XD Final Fantasy always required you to think , limit breaks are overpowered as hell and sad/angry status effects are definitely something to keep in mind.
Final Fantasy 8 flips everything upside down , even combat itself doesn't work like before , the role summons or "gurdian forces" play in this game is more important than the role summons play in Final Fantasy 6 , characters can be whatever you want the junction system is as flexible as 5 job system allowing characters to change their specialization in few seconds well who am i kidding if you play FF8 you will spend a good 20 minutes to junction everything perfectly , the game offers a unique 2 abilities or 3 depending on certain GFs ability slots similar to FF5 ability slots , these allow for making characters stronger in a certain direction Iike stronger magic or higher strength , you can switch your playstyle halfway through the game , more GFs mean more junctions mean more playstyles , want insanely high vitality? Get Shiva , want inhuman strength? Get ifrit! GFs level up themselves too extending the usefulness of summons that in previous and in the next installment would become weak later on , i found myself using Shiva in disc 3 and 4! Usually Shiva/ifrit and ramuh would be useless late game but not in 8 , you can also play the first card game ever in Final Fantasy series aka triple triad with a kickass theme and what's best about triple triad is you can convert cards to items for better weapons! , my favorite would definitely be the gunblade "fire" mechanic it requires good timing and each gunblade offers a different ultimate move , there are many mechanics to FF8 and it would take an hour to explain so this is enough.
For Final Fantasy 9 the game follows a similar formula to 4 and 6 , each character has a unique ability depending on their "job" , the game has a unique take on ability mechanic you see in 8 the abilities you could assign to characters required a GF but in 9 the abilities were built-in the character themselves , the ability mechanic however is restricted with gems that are used once you equip an ability depending on that ability gem cost of course , this allows for more specialized characters for example you can have a character with dragon slayer and maneater abilities this makes the character well equipped against human and dragon enemies , the game "limit break" mechanic i would say is one of my least favorite mechanics in the series as it's randomly activated and in some occasions the limit break activities in the wrong fight STILL if you get the limit break on an important fight you gonna have a blast! , card game returns but it's mediocre compared to triple triad and that one had a role in the gameplay well this one not so much.
Final Fantasy tactics is a strategy RPG meaning everything you know about Final Fantasy goes straight to the dumpster , it takes the job system of 5 and transfers it to its "ultimate" form customization is insane with this one , monks with knight armor , archers with charm , and mages with swords it's all possible with tactics job system , you can take assignments at the inn these give different rewards , a lot of cool stuff in tactics but i won't go over them all as this post is getting long at this point.
And now with all the FF games i played are listed detailing what each one offers (yes i played original Final Fantasy and it's the most basic of them) my picks would be after some difficulties with picking a favorite would be
GUNBLADE FIRE MECHANIC
FF5 JOB SYSTEM
FF7 MATERIA SYSTEM 
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