I'm actually going through FFVII right now for the first time! I'm about 7-8 hours in right now and it's super rad!
My favorite has to be FFIX tho it's the first FF I ever played and has a special place in my heart. Literally a perfect game to me. Second favorite has to be FFX.
The characters I really like are Zidane. Vivi, Wakka & Beatrix!