Final Fantasy
Favorite - Flying Fortress: You find out an old civilization had basically built orbital colonies and face off against my favorite fiend? What's not to like?
Least Favorite - March Cave: Hey remember hen Poison status was actually a pain in the ass, here's an entire dungeon filled with things that poison and paralyze you and it's coming right before you get any good gear or spells!

Final Fantasy II
Favorite - Dreadnought: One of the more interesting dungeons in FFII and one of the most story focus. Sure it's the FF version of infiltrating the Death Star but the place was so cool FFXII redid it.
Least Favorite - Tropical Island: Always felt like padding to me, has no real significant enemies and it's about this point in the game where the dungeon design starts to irritate me.

Final Fantasy III
Favorite - Floating Continent: I always felt like this was one of the cooler twists in FFFIII, especially the first time you reach the rim and see nothing but sky.
Least Favorite - Cave of Shadows: smurf the Cave of Shadows, easily one of the most frustrating dungeons in the game if you go in with the wrong party. Didn't help that my first time through I didn't even discover Falgabard until after it, making this place an even bigger pain. It's worse in the NES version.

Final Fantasy IV
Favorite - Mysidia and Mt. Ordeals: Easily my favorite section in the whole game with some of the coolest story moments.
Least Favorite - Sylph Cave: For a totally optional dungeon, it's probably one of my least favorite to go through simply due to the annoying Frog enemies that make every battle last a good ten minutes longer than necessary. It's sad when usually feared creatures like Malboro's and Coeurl enemies are preferred enemy encounters. The fact you have to go through it twice to complete the quest for it is just salt in the wounds.

Final Fantasy V
Favorite - Great Forest of Moore: One of the best music themes in the game combined with a creepy woods and one of the most shocking story moments in the game. I'm in.
Least Favorite - Wind Shrine: First real dungeon before job classes, ugh.

Final Fantasy VI
Favorite - South Figaro during Locke's scenario, probably one of the coolest sequences in the game combing puzzles, battling, and story.
Least Favorite - Mt. Koltz: Sabin's intro always felt weird to me and the dungeon is relatively boring and straightforward compared to most of the game.

Final Fantasy VII
Favorite - Midgard: Still my favorite part of the game and it ends with one of the best dungeons in the entire game to boot.
Least Favorite - Cosmo Canyon: Despite two of my favorite tracks appearing in this part, CC always dragged for me, largely cause it's more about resolving a predictable plot thread for a character who isn't exactly important to the plot. Considering it's sandwiched between the technicolor wonder of the Gold Saucer and Barret's story and Cloud's chilling return to Nibelheim, it just kind of feels like a footnote to me that should have been optional.

Final Fantasy VIII
Favorite - Dollet: Not only is the SeeD test there pretty damn cool, but the town itself is actually one of the more visually stunning places if you ever bother to go back there.
Least Favorite - Esthar: Looks a little too "Crystal Spires and Togas" for my taste, considering it's also the point where the plot just gets plain weird doesn't help.

Final Fantasy IX
Favorite - Alexandria: Almost all of my favorite story sequences happen here from the great opening to the climatic battle with Bahamut, to Garnet cutting her hair, to the game's happy ending. It really is one of the more interesting places in the game.
Least Favorite - Ipsen's Castle: While the damage formula trickery is a nice touch it can't help save a dungeon that feels a bit like padding and worst of all, has Amarant's poorly timed character moment that makes him look more like a jerk than actually endear him to you.

Final Fantasy X
Favorite - Zanarkand: Say what you will, when you finally reach the place it doesn't disappoint. The fact the difficulty finally gets a nice boost certainly helps as well.
Least Favorite - Mi'hen Highroad: I don't know what part of this is worse: The fact that 90% of this area is a straight path with a high encounter rate only tiny nubs to find a treasure or two to help stop the monotony, the fact you can't walk five steps in here without triggering some kind of cutscene with all the people on the road, or the fact the whole plot point by here is the game overplaying Operation Mi'hen to the point that you'll be yawning when the whole thing blows up in everyone's face. The only high points for me is the first Summoner Battle, and the fact that Clasko and Shelinda are voiced by the same English VA who play Tenchi and Sasami from Tenchi Muyo!

Final Fantasy XII
Favorite - Bhujerba: I have a weak spot for floating city's because nothing screams fantasy to me more than a floating landmass. It's got some neat sequences in it as well and it's easily one of the most visually stunning locations in XII. Also the site of my favorite Mark Hunt in the game.
Least Favorite - Henne Mines 2nd Time: It wasn't such a bad place the first go around but man, hunting Zodiark sucks and since you're almost guaranteed to die at least once, means you'll have to suffer through here more than a few times.

Final Fantasy XIII
Favorite - Pulse: After suffering through ten long and boring dungeons we finally get a taste of freedom. The Jurassic Park vibe was a nice touch as well and it was nice to finally just cut loose.
Least Favorite - Either Gapra Whitewoods or Fifth Ark. The first involves some really awful and hard to take serious story sequences with Lightning and Hope, and it's also the section where the game decides to make Hope the leader while introducing a new type of Behemoth leading to some cheap deaths here and there. Fifth Ark just feels like total padding and just about nothing that happens in it adds anything to the story. It just drags down the little momentum in the plot Chapter Nine generated before finally getting rewarded with getting to go to Pulse.

Final Fantasy XV
Favorite - Altissia: Not only is one of the most gorgeous and interesting locations in the game that just scream "fantasy" some of the best story moments happen here as well as well as some cool quests and Mark Hunts.
Least Favorite - Zegnautus Keep: My issues here stem partly from a bit of a story letdown which I won't mention cause of spoilers and largely because while it starts off as a pretty cool sequence with stealth elements and getting to use some new abilities, it quickly gets dragged down due to overstaying it's welcome.