The best cinematic in Final Fantasy history is Kuja at the ruins of Burmecia, looking down at Zidane and his party after they've just gotten their asses handed to them by Beatrix. He just kind of smiles with pity, and rides off on his dragon. Coolest scene ever. I remember the first time I saw it, I thought to myself, "that guy is gonna punish me the rest of the game. He doesn't even have to fight me and I can already tell he'll mutilate me."

I would say the second coolest is the ending FMV for the FF Anthology version of FF6. Getting to see all of my favorite characters from one of the greatest games ever in full CG was amazing. And Kefka in angel form in CG is just too badass not to love.