There have been a variety of Final Fantasy settings over the years. First starting with swords and wizardry, and it has now advanced to guns and technology. But which setting do you like the most?
There's been medieval settings, such as the first five Final Fanatsy's. The steampunk settings rolled in at around Final Fantasy VI, skipped to Final Fantasy IX and through up to XII, and later to XIV. The futuristic settings consist of Final Fantasy VII, VIII and XIII.
(I'm not sure if I got these pairings right but that is how I personally view them)