I'll just categorize by the places I love.

FFX:
Bikanel. Especially at the Oasis. Square did an awesome job with this place.
Moonflow. This is the one that seems closest to how my home is.
Inside Sin. This is the most graphically and emotionally stunning.

FF9:
Wow. I don't remember a lot of the places in ff9.
That one tree that sorta got demolished was cool, and I loved the dwarves' place. whatever the city is with all the water and Gilgamesh was memorable (although its name isn't) Really the only interesting place name I can remember is Oeilvert.

FF8:
Garden. I love Garden. The whole military school aspect just appeals to me, and Balamb Garden is GORGEOUS. Blue tile floors, lots of water running through it, and did I mention the gorgeous tiling? Far prettier than galbadia's steel death trap feel.
Dollet. Dollet seems like an incrediably neat resort town with the accordian [Dance with the Balamb Fish?] theme. I think I would like to go there on saturday nights and have a mix between the bars and the beach
Esthar. I would like to live in Esthar. Live and work in the big city with shopping malls and pop across the train tracks to the clubs town ^_^ Esthar includes space, btw.

FF7:
wherever the heck yuffie was from was really neat.
and the golden saucer had beautiful music ^____^

FF6:
One place I hated for sure was NARSHE. I wouldn't mind if kefka set it aflame one of these days. maybe he did and I forgot.
wherever celes almost died was fun>
the fanatics tower was neat and freaky:O

ff5:
Pirate's Cave!
Mirage~
Requiem Village.
That one forest:O the one that BURNS

FF4:
this had individual locations? I just remember the land of dwarves, the land of monsters and the land of lunar. the land of summoned monsters was sorta neat though.

FF2:
the snowfields!
where the last dragoon lived
the chocobo forest