VII's Shinra building was best for me, it was actually quite interesting exploring all the floors you could and gave a bit of prespective on how the Shinra worked as well. I also like the setting of the location, and of course it's memorable as it was when the story starts to move forward more.

VIII's Missile Base looked pretty cool and is easily (for me) the second choice. However, there seamed to be less in the way of choice of what to do, and when there was, it didn't seam to effect anything - it was a Huge Materia type level when all is said and done, the technological(sp?) aspects where pretty cool though (one of the many things I liked about VIII - and VII to some extent)

VI's was good in the sense of story movement, but nothing really enhanced it for me.