It took me awhile to get used to the job system in Final Fantasy since VII was my first, but I really like how many options it gives you, especially in V.
By game, my favorites are:
All games: Summoner, Black Mage, Red Mage, Monk
V: Dragoon, Ranger, Ninja, Samurai
Tactics games: Time Mage, Dark Knight, Gunner, Assassin.
X-2: Gunner, Lady Luck, Alchemist.