"Play some real rpg's like Baldur's Gate, Icewind Dale and Planescape: Torment"
Those are RPG's, so are the Final Fantasy series.
The difference is the core, Baldurs Gate uses D&D/AD&D based rules, Final Fantasy uses something else. Point being, both are true RPG's, although I can tell you prefer D&D based games (I like them all, every RPG has it's good stuff =).
My favorite RPG, that's really hard, I've played so damn many. The sub genres for RPG's is getting to be like the sub genre's for Music.
I do prefer the Final Fantasy series though, I grew up playing them, so I guess Final Fantasy *insert number here* is my favorite.