My favourite part is definately the battle against the aeons inside Sin. The battle music, and seeing Yuna feel weaker with each one slain adds a sort of sympathy, having to sacrifice your allies to take out Yu Yevon.
I like the beginning when Tidus is playing Blitzball and Sin comes. That is my favourite cutsence. What made it even better was the music that was playing (Otherworld). Its my favourite song in all the FFGames ive played.
The opening was where it was at for me. Afterwards, the game's story was ruined with Tidus' whiney attitude. Though I did lol really hard at Yuna when she tried to run for Tidus and fell. xD