Almost all of the Main Continent ones. It's one of the reasons I loved FFIX so much, because the world it was set in was just so.... *magical*

My faves though:
Lindblum - the size and variety of it. It genuinely seemed like a city.
Treno - ah, the dark city of nobles and paupers. Classy!
Burmecia - So atmospheric with the rain and the music.