The GBA Final Fantasy Tactics (Advance) was the only good Final Fantasy game in my opinion. I've been playing it off and on for the last three years. Accumulated 206 hours on it so far. Amazing replay ability. After you beat the main story, you can still do missions, level up, travel around and continue fighting other clans, gain skills, switch character classes on your characters very quickly, etc. Very non-linear game. One of, if not, the best game for GBA, and one of my favorite games in general.
EDIT: It's the only Final Fantasy Tactics game I've played, therefor, I can't judge the other two (PS1 and PSP).