There are a lot of Final Fantasy video games out there, and I don't know which one to play. What order should they be played in?
It doesn't really matter.
Despite their numbered iterations, most of the Final Fantasy games are in no way related to each other. There's no overarching plot between the various entries, no shared setting, nothing that implies any particular order that they should be played in, plot-wise. A few exceptions do exist, however.
- FFIV: The After Years - Sequel to FFIV
- X-2 - Direct sequel to X
- Final Fantasy XII: Revenant Wings - Sequel to XII
- XIII-2 - Direct sequel to XIII
- Lightning Returns: Final Fantasy XIII - Sequel to XIII-2
- Final Fantasy Tactics A2 - Sequel to Final Fantasy Tactics Advance
- Dirge of Cerberus - Sequel to VII
- Before Crisis - Prequel to VII
- Crisis Core - Prequel to VII