I can't think of them off the top of my head, so I'll go through my games to come up with stuff...
There're going to spoilers, so I hope nobody minds
And I'll try to find pics of the places so other people know what I'm talking about
Kingdom Hearts:
Hollow Bastion... I actually really hate the whole elevator system and the sliding door system in the basement. I get really annoyed every time I have to watch the elevators move, and the sliding door system pisses me off because it looks like there's a hiden room that's actually totally inaccessable (I'm assuming it was in the beta or something like that). Besides that, I love everything else about Hollow Bastion, maybe because I played Chain of Memories first, and was so overwhelmed at how amazing Hollow Bastion is in KH compared to KH:CoM, or the feeling when Riku takes the keyblade. The exterior is really beautiful with the vast sky, and I always enjoy riding the one big elevator despite how much I hate the elevators because of the really awesome detail on the side of the castle. I love the Heartless symbol in the first place, and it on the castle is just an amazing sight for me. I don't know what the room is called, but the one with the princesses where you first Dark Riku, is so beautiful too.. plus, it has a heartless symbol on the floor. I have to say, though, that the second visit to Hollow Bastion was really disappointing because they hyped up how difficult it would be to go back and it turned out there weren't any encounters really.
Clock Tower in Neverland... or the Neverland World, technically in England or w/e. But anyway, I love the music, and how you can fly when you're there. The area or room or w/e you'd call it is so open, I love jumping off the tower and falling for what seems like forever until the pixie dust kicks in when you reach the bottom limit
Kingdom Hearts II:
Twilight Town... Although the opening is rather dull, it does make me feel rather attached to Twilight Town. I'm sure most people felt genuinely sad when Roxas says his "I guess my summer vacation is over" line. Also, once you get control of Sora, the music changes in the town, and it evokes a lot of feeling in me because it reflects how much I missed Roxas even though I never really liked him that much in the first place
The World that Never Was... I guess the main reason I love TWTNW is because of the Another Side, Another Story or Deep Dive videos that were teasers for KH2 unlockable in KH1; I'm sure I'm not alone in loving the mood set up with the rain and dark color scheme, and even if it's not that vividly expressed in the actual game, being there gives me the feeling that I get from the videos
Metroid Prime: I tried thinking of favorite places in this game, and I really couldn't think of any, but I wanted to add that I absolutely LOATHE the deep Phendrana Drifts with the Space Pirate research labs where you find the Thermal Visor and the lights go off in addition to the first appearance of Metroids, the Phazon Mines in general, and the annoying tall room in Impact Crater with the Fission Metroids that spawn for what seems like forever
Metroid Prime 2: Echoes:
Sanctuary Fortress... I love the exterior, especially the upside-down circuit-like rain, but it bothers me that the rain stops once you return the energy. The city that you can see bellow the fortress amazes me as well because it makes me almost marvel at the achievements of the Luminoth, but also makes me feel sad because I know that the entire metropolis is abandoned and that only a select few Luminoth are actually alive
Prince of Persia: Warrior Within:
Entrance to the castle... A picture would probably illustrate the feeling better than I could ever descirbe, but the way the camera is angled, the desperation of the prince, and the foreshadowing at all he'll have to do (I'm pretty sure you can see the water and gear towers in the distane) to be free just makes this brief part of the game stand out so much. It's not really a place that I'd go back to a lot to stare at, but every time I play it (3 times so far, because I failed to get all the life upgrades the first 2 times) I always take time to soak it all in
I want to go to sleep, so I'll just list some others... Lindblum in FFIX and the road to Zanarkand (I hate the actual interior of Zanarkand, though) and the Calm Lands in FFX