Not a big fan of caves or underground tunnels. Especially the Underground Ruins in Threads of Fate. I don't mind it so much with recent play throughs but I have some nasty memories of trying to play it when I was 10 and being too dumb to figure out how to get out of the infinite loop. Also smurfing zubats, man.
Deserts are also a disappointment to me, except in FFX, I actually liked that part of the game. Had some nice music, too.