I just want a beautifully crafted world that's honest to the story and characters.
FF, at its best, disregards basic associations and expectations of how their universe is designed and manages to surprise delightfully.
FFVII's world where modern technology permutes the most advanced cities akin to science fiction dystopias, but how the design is purposely disconnected from the other parts of the less developed world gave a well-realised fiction of a more grounded FF-universe that balances of style of a worn-down world that has its peaks and lows. And combine that with the overall lore of Gaia/Planet/Lifestream, and you've got a nice world.
FFVIII's world design feels the most polarising in many ways, as it combines high-fantasy style aesthetics with Balamb, etc, the high and lows of the different military/sci-fi stuff here and there, the 1950s style with the trains, towns, etc, but I thought it worked well from an aesthetic standpoint. Story left something to be desired of, but I still feel that the world of VIII really knew how to create different sense of wonders in all the different locales they put in.
FFIX was classic FF in many ways. FFX was too, but the approach of it being more of a post-apocalyptic setting with an Eastern aesthetic rather than European, and the sci-fi stuff being treated as an extension of the existing world of past and present, made it feel different, although it retains the whole scifi meets fantasy feel of all FFs. XII is Ivalice, which is known.