I know mine would have to Marleybone. I love how dark it is compared to other worlds and its storyline is just beautiful! I know I loved the companions I got and I got to hear Ratbeard and Bonnie Anne bicker some more. Those lines of the dialogue were well worth the entrance dungeons. I really hated finishing it and I'm hoping that we go back to Marleybone at some point in the future. I'd love to see more of the world, if we could.