I can't say I have a #1 favorite but I really really like the White Desert. Other than the secret shortcut in the Block World, you have to really go out of your way to get there, and it's one of the most invested areas in the whole game. It's really climactic in the most disturbing way possible, so much so that the first time I played the game I thought that was where the game would end or something.
The whole Number World / Lamp World / Staircase area is something I've gained more appreciation for on replays. It's entirely disconnected from the rest of the game other than the Nexus and the staircase section also has a reprise of the Nexus' background which plays into the atmosphere and significance of the area.
I think I like these areas because they lend some sort of sense to the game. Everything else feels so disconnected yet these places suggest there's some sense to be made of the whole thing. It's hard to explain but I hope you get what I mean. It's what distinguishes this game from just a random mess of unrelated levels.
I also like Mars because the sound tracks are really awesome, both of them.>>8822
I love the Wilderness too. It's like a whole entire environment by itself and the build up to the Sky Garden is fucking beautiful.