My favorite FF girl is a tie between Maria, Rydia and Terra.

Lightning is cool, sure, but I do like the other three slightly more.

To be completely honest, there's a lot of FF girls that come to my mind before Lightning. Considering Lightning is from a game I haven't played yet, and now focusing on such games, the first girl that comes to me is actually Sice from Type-0.

Lightning has a great design but I didn't play it so I can't really say she is my favorite.

Off the top of my head my favorites would be:

Rydia

Yuna

Lenna

Terra

I feel bad because I know I'm not remembering some names but can't think of them atm.