Midgar was fun.
I like Costa del sol and getting more than enough gil to buy the villa the guy is selling lmao.
Gold saucer is fun, i like the battle arena, the speed game and the wonder square. And occansionally, the chocobo races.
The Gelnika is my favorite place to actually level up before owning the piss out of all the weapons (minus ultima of course), and also to get my main party of characters up to lvl 99.