I've only played the more popular ones like Symphonia, Abyss and Graces. I have a weird relationship with the Tales series where I'm not really crazy about them while I'm playing them, but whenever I look back on the ones I've played I remember them fondly. I think part of that is because the Tales games always had a big problem with so much going on and a lack of direction gameplay-wise, so I'd get lost all the time and not remember where I'm supposed to go or what I was even doing in the story (though Graces fixed this). That sort of thing is one of my pet peeves in gaming so that's probably why I have a harder time enjoying playing these games. Despite all this though I do find them fun! They just know how to push my buttons.
My favorite character is Natalia from Abyss. I'm not sure which game I like best though.