Is it also correct to say FAQ's as some sites like http://transition.fcc.gov/oet/rfsafety/rf-faqs.html refer? Or is FAQs the right and correct way to say it?
FAQ is an acronym for Frequently Asked Questions.
It's not possessive, not a contraction, doesn't have any foreign origins and is not used to indicate stress, so I write FAQs. For more information consult your favorite style manual or the thread linked in the comment above about the more general case: What is the correct way to pluralize an acronym?