When you say Final Fantasy, do you mean turn based RPG's? If so, then I say you should get Shining Force. If it doesn't matter, get Paper Mario or Zelda, any of them.
A really difficult RPG is Zelda2 The Adventures of Link. You may like it if you like Final Fantasy, but it was an NES game so you will have to deal with the below par graphics. I recommend any Zelda games, you should play all of them if you like adventure RPG's.
Paper Mario
Sword of Vermilion (not that good)
Breath of Fire 2 (not currently available in North America)
Shining Force (similar to Final Fantasy Tactics)
Breath of Fire 1 was translated by Squaresoft. BoF2 was done entirely by Capcom. BoF2 is an improvement in everyway to BoF1. As I said before. This game is a must for any SNES RPG fan.
Other not to miss SNES RPGs
Chrono Trigger
Final Fantasy 6
Secret of Mana
Ogre Battle
Wander's from Y's