It's simply a magical series, the games are touching (mainly VII,VIII,IX,X/X-2) and the stories stay in our hearts forever because of that. My favourites are Vincent, sephiroth, squall, tidus, auron, basch, among others. Oh, and rikku is just amazingly cute, i'm in love forever!!
Final Fantasy series, I cried in FFVII, FFVIII, FFIX, FFX and FFX-2, just amazing, FFXII was a let down thought... :/