In terms of the 'modern' Final Fantasies VII, VIII & IX certainly give you the most freedom. From X onwards the games have started to become
too linear. Don't get me wrong, there has been a sense of hand holding since the first Super Famicom FFs, but with the disappearence of the Overworld maps the game worlds feel far smaller, and this (for me) suspends the immersion.
If you can stomach playing SNES games, I can't recommend IV, V and VI highly enough, they really are true gems, even all these years on.
X is enjoyable, certainly the most enjoyable of X, XII and XIII. The combat system is strategic, the blitzball frustrating but fun, the story acceptable and the characters likeable.
XII I didn't get on with at all, and I must admit that I haven't finished it. Partially this was to do with it being released mere weeks before the PS3. I think I've just managed to source another PS2, so I'll be starting this one again very soon.
XIII I bought on release date, and played up to Chapter 12, then my TV broke

. Since finally getting a replacement TV I didn't bother picking it up again until last week (with a restart). Lots of people have heavily criticised it particularly for it's linearity, and I'm not going to argue with that point. The tunnel-like environments are honestly quite dull for the majority of the game, and it doesn't really become 'interesting' until after you've despatched the final boss... (which I haven't yet, it's a real yawn fest

). The combat has also come under heavy fire for it's 'bash X until everyone is dead' form factor. Whilst this is true to an extent, the combat system is deeply strategic if you're prepared to invest the time into learning it properly, and not just sticking with the default paradigms.
I'm hoping for a real return to form with FFXV, and hopefully SE will rehire Nobuo Uematsu too!