I too enjoy the setting of FFVIII. My favourite locations are the Gardens, Dollet, Deling City and Fishmerman's Horizon. Esthar could have been cool but ended up feeling a lot more static and empty than it should have. My big complaint with the FFVIII world is that there wasn't enough, but that's not really here nor there - what we did get is one of the big reasons I've completed the game 3 or 4 times in my life (I've played a lot of RPGs, and while FFVIII isn't even close to being my number one, I've still played it more times than some of my true favourites - Square's art direction has some serious legs even today.)