Agr'd with Psy. The World of Ruin also had a stunning atmosphere that frankly has been equalled by few other video games I've played. The opening Midgar sequence of FFVII is another example (sadly the rest of the game failed to live up to that high standard). (A few other examples are the Kingdom of Zeal in Chrono Trigger, Pure/Holy Land in Secret of Mana, and the sequence of Marathon 2 from "This Side Toward Enemy" to "Requiem for a Cyborg", with the levels "My Own Private Thermopylae" and "Kill Your Television" standing out as particular highlights).
It also doesn't hurt that this is possibly the finest soundtrack Uematsu ever composed, which is saying a lot.