FF VIII - Between first boarding the Ragnarok and entering the Lunatic Pandora again. Exterminating the Propagators, giving up and re-rescuing Rinoa, getting to fly around on the goddamn Ragnarok, and meeting with President Laguna, so much good stuff.
FF X - Zanarkand Ruins, no contest.
FF XII - The Lhusu Mines. I'm not particularly fond of the dungeon gauntlet of Sewers + Sewers again + Nalbina + Barheim, nor the sandseas after, but the mines are just kinda a really cool place and the location that actually got me hooked on the game.

Gonna have to think on the rest.