FFI - Marsh Cave with the chance of more Mindflayers
FFII - The beginning so you are even motivated to start
FFIII - World of Darkness; too hard to get through if you ask me
FFIV - Magnetic Cavern I guess, plus the bit of Babil in the DS version where you have to fight that Overkill CPU that can randomly kill you if it starts off with Laserbeams which happens almost always
After Years - No idea
FFV - The desert bit
FFVI - Split Scenario parts and Floating Continent
FFVII - Old Corel, so the Desert Prison under the Golden Saucer
Crisis Core - Abyss of Judgment
Dirge of Cerberus - Nibelheim Sewers
FFVIII - Desert Prison-Figaro Castle-Galbadia Prison Submarine Super Transformer + Running around in Esthar to sneak into the Lunatic Pandora
FFIX - Evil Forest & Ice Cavern
FFX - Mhh ... probably Bikanel or Macalania Forest or Mount Gagazet
FFX-2 - Being forced to collect the uniforms and being forced to arrange the concert
FFXII - The stupid Cave with the Plant Bosses and the Ahriman Boss
Revenant Wings - Cannot really say there was too much that was normally enjoyable for me because of the style itself; that does not mean I did hate it but I have a hard time choosing then
FFXIII - Palumpolum and Nautilus, I guess. Missed opportunities. And
FFXIII-2 - Augusta Tower, I guess
FFXIII-3 Lightning Returns - Dead Dunes Ruins
FFXV - All chapters that were ridiculously short

No 100% guarantee on some of them.