8's story is shit. Thankfully, most of the game focused on individual character portrayal, which I thought was the best in the series.
But if we're talking plot, specifically? They all sucked. At least FF6 probably had the least amount of face-palms. I love FFIX, but it takes some real crapper's in the flow towards the end. FFX was a tad padantic and drawn out.
Gotta go with FF6, but they all suck. Play games for characters, dialog, setting, and gameplay.