When this happens, I like to look at all the different methods and see what they offer as well as where they coincide.
Personally, at the end of the day I go by the dichotomies. But if something's not lining up (you get some different result depending on which approach you take) you can try studying the dimensions a little more closely. What is the real difference between T and F? J and P?
It also helps having a few dimensions you are certain of. Looks to be I and N from your smattering of test results, and that does narrow it down considerably.
I think the cognitive functions are useful but try not getting too locked into them. You're never going to score Ni Te Fi Se or Fi Ne Si Te in that order no matter how many tests you take. You're going to score something like Ni Fi Ti Te Fe Si Se, and wonder how the hell it correlates to any MBTI type. The problem might lie with the tests themselves, as what they are accessing are the results of what you do, rather than what they are trying to measure: the processes. So don't go too heavily by your "cognitive function preference order" according to the tests.
You can start looking for clues, though. So, both INFPs and INTJs are said to do Fi and Te. And Ni is the dominate function of INTJs and INFJs. If you have a general figure that Ni is the strongest function, you can reasonably suspect that those two are possible best fits. Likewise, if Ne is strongest, or near strongest, perhaps that suggests INTP, ENTP, INFP, ENFP. If there's no way you're an extrovert, then you've narrowed it down to the introverted types that have heavy use of Ne: INTP and INFP. Back to the dichotomies: is J or is P a better fit? If J is a better fit, but you're scoring high on Ne use, I wouldn't worry about it too much. N types are likely to score higher on both Ni and Ne, just as F types are likely to score higher on both Fi and Fe...etc. There are differences between the introverted and extroverted functions and you may find a definite preference of, say, Fi over Fe, but generally speaking it's normal to appear to prefer both (for instance, I definitely do Ni over Ne, but when taking the CF tests seem to favor Ti and Te equally). It's when you figure that you're an INTJ but score highest on Si and Fe that I would start questioning, lol.
So then, when you've figured out a best possible type or two...and you read the descriptions, and really resonate with INFJ the most, I'd say that's probably your best fit. Because when it comes down to it, the descriptions are the most qualitative (as opposed to quantitative test results) presentation you're going to get, and if it matches, I think that's your best clue.
Other things you can do to confirm your type: try hanging out around the INTJ and INFJ subforums (or INFP and any other types you may be considering) and see how well you mesh with the topics, the posters, the general feel of the place. Read those "you know you're X type when..." threads and see if you resonate with what the people are saying. It's a great way to confirm or deny your best fit type when you find yourself connecting well (or not connecting well) with other people of your type.
Have you tried taking the Big 5/SLOAN? Your score from that will give you further clues because 4 of their 5 dimensions coincide with MBTI.
One last thing to rest your mind about your CF tests suggesting INFP: My CF tests all suggested INTP for me, when I'm very clearly a J, on the basis of high Ti. But that's what I mean; if you are a feeler, chances are you're going to read both Fi and Fe and think, hey, that sounds like me! It might be a thin bit of difference until you really look closely. So if it suggests INFP as a best probable fit because you score too high on Ne or Fi to be INTJ or INFJ, I wouldn't take that too seriously.
