Final Fantasy IX is overshadowed by FFVII and FFVIII, but it deserves as much, if not more, attention than 7 and 8.
The in-game graphics are really amazing, even when they're expanded onto a higher-resolution screen. They are a little pixelated, but even comparing to, say, FF7, there's an obvious difference in graphics quality. The FMVs in this game are beautifully rendered; in fact, I suggested at one point that Square Enix do to FF9 what they did to FF7, and make a movie out of it. I'd likely be the first in line for tickets.
From the moment the game starts, the plot draws you in. You play as Zidane, a thief who kidnaps the Princess of Alexandria, a girl named Garnet. Eventually, your party grows to 8 characters, 4 of which you can use at any one time. Character development in this game was amazing, and each character learned and changed as the story progressed. This really added a lot to the gameplay.
The soundtrack, of course, was composed by the ever-amazing Nobuo Uematsu. Each piece of music is good enough that I bought the soundtrack; it's probably the best video game music out there.
If you have any interest at all in RPGs, you have to pick this game up. Final Fantasy 9 far outstrips 7 and 8 in terms of quality, even though it's not nearly as popular. This overlooked title is more than worth a playthrough.