I've always thought people largely stuck to nostalgia in terms of their favourites, and this thread is interesting.

My first was VIII, when I was 10. Now it's IX, mostly due to the music and game play, and because I realised that all the plots suck (not characters, characterisation, or settings, just the plots generally). I picked up IX third, after playing VII. However, IX was the first I managed to finish, and VIII one of the last, strangely enough.

And Rags, you didn't answer your own question