I enjoy listening to most of the Final Fantasy music but if I had to chose my favorite it would be Liberi Fatali from Final Fantasy VIII, also, to mention some others I like:

Final Fantasy V - Clash on the Big Bridge
Final Fantasy VI - Forever Rachel
Final Fantasy VI - World of Ruin Theme
Final Fantasy VII Crisis Core - The Burdened
Final Fantasy VII Crisis Core - The Price of Freedom
Final Fantasy VII Crisis Core - Why
Final Fantasy VIII - Eyes on Me
Final Fantasy VIII - The Man with Machine Gun
Final Fantasy IX - Ambush Attack
Final Fantasy IX - Battle
Final Fantasy IX - Black Mage Viallage
Final Fantasy IX - Cid's Theme
Final Fantasy IX - Hilda Garde
Final Fantasy IX - Melodies of Life
Final Fantasy IX - Hunters Chance
Final Fantasy IX - Messenger of Destruction
Final Fantasy IX - Rose of May
Final Fantasy IX - The place I'll return to Someday
Final Fantasy X - To Zanarkand
Final Fantasy XII - Clash on the Bridge
Final Fantasy XII - Fight to the Death
Final Fantasy XII - Main Theme
Final Fantasy XII - The Salikawood Theme
Final Fantasy XII - White Room