FFI: Ice cavern is pretty cool.
FFII: I'm not that far, but the Dreadnaught's the best I've seen so far.
FFIV: Definately the Giant of Babil.
FFV: So far, the Library place thing was pretty interesting.
FFVI: Magi Tek Armor Facility, even if I'm not out yet.
FFVII: Northern Crater.
FFVIII: Can barely remember this game.
FFIX: Memoria, Crystal World, Ispen's Castle, Iifa Tree, Evil Forest, THE ENTIRE GAME WAS AWESOME.
FFX: Macalania Woods is all I remember, so I'm going to bet I remember it being good.