Let me see.... I have played: Phantasia, Eternia, Symphonia, Rebirth, Abyss, Innocence, Vesperia, Hearts, Graces. (Plus spin-offs: Radiant Mythology I [boring], Tales of VS (kinda fun, but has serious problems] and Dawn of the New World [absolute crap])
Hearts would be my favourite. The battle system is on par with the fast-paced excitement of Graces (but 2D, of course) and I just really enjoyed the game a lot. You can find my exact reasoning here
. :P I hated Beryl, but I thought all the other characters were great, particularly Hisui and Chalcedony.
I was very fond of Symphonia for a long time, but I feel it's been improved on in later titles. Having said that, it was the first one I played, so it's still an important one for me. And, as much as everyone rabbits about Colette and the cliches, I thought the story was fantastic and I loved Colette. Kratos, Zelos and Sheena were equally outstanding characters and the game as a whole was really polished.
After that, I'd say Vesperia and Graces f are on par with each other, though for different reasons. Vesperia has a much stronger story and cast of characters, while Graces has an outstanding battle system. As already mentioned, Yuri from Vesperia is great, and I like Flynn a lot too. Sophie from Graces was good and, for some reason, I liked Richard as well.
Phantasia wasn't great, but I like Mint a lot. Eternia I loved at the time, but I can barely remember it now, so I don't know what that says. I'm currently playing Abyss on 3DS, but don't really like it that much. I'm only about 15 hours in though, so I may change my tune by the end.
Hearts -> Symphonia -> Graces / Vesperia -> Eternia -> Rebirth -> Innocence -> Phantasia -> Abyss
[Haven't played: Destiny, Destiny 2, Legendia, Xillia]