I'm not sure if you're referring to gameplay & environments or just environments, but I'm gonna go with both because that's more interesting.
===My favorite gameplay environments===
1- Okay, basically any area in the original Deus Ex could go here (except maybe the cathedral) but if I had to choose
one, it would probably be the shipyard.

The main reason for this being is it felt like the logical peak of Deus Ex's nonlinearity. You enter the secret building containing the super-freighter through a small complex just in front of it, with its own array of routes to take. Then you get in the ship itself, and it's basically a sandbox. You can take down any of the hull reinforcements in any order, and it always feels like no matter which one you start with, one naturally leads you to another. Excellently designed segment, I love playing it every time. Even if the environment is one of the weaker ones in the game.
2- The hangar from Tony Hawk's pro skater 2

This is a bit of a weird one, but man I feel like it earned it. I don't think a skateboarding game could ever instill as much of a sense of wonder in me in quite the way this one did. It's a very good space to naturally learn the moveset, and it has a surprising amount of stuff to do for such a small area... and... again... in a skateboarding game. I don't think I'll ever forget that moment of grinding on a helicopter blade, followed by it suddenly powering on, and crashing through the ceiling.
You might argue that this could go under "environment" reasons, not gameplay, but I think it deserves the gameplay spot for how it gives an atmosphere through its gameplay, not its visuals.
3- Argent D'nur from DOOM 2016

I don't think I need to repeat the fact that Doom 2016 was surprisingly amazing. But it was... really quite amazing. And god damn did it have some good combat spaces. I went with this area because the arenas feature very tough waves of enemies, but enough height variation and route options to deal with the situation in a fair manner. Also it's immediately followed by the spectacular Spider Mastermind boss... so it's got that going for it.
There's actually probably some others that I could mention, but I'm drawing a blank right now, so you get those 3.
===My favorite environmental environments===
1- Cliffside area in Black Mesa Source

...It looks good.
Okay I have a bit more to say than that. The reason I value not skimping on your skybox when making a map is this area right here. This does such an amazing job of making me feel like I'm in an actual space that exists in the world, and it's all done in the god damn
source engine.
Also, honorable mention to the cliffside section in the original Half-Life (Not Half-Life source, it looked ugly as sin in that game) because it did a really knockout job pulling off the effect without the aid of a 3D skybox.
2- The castle hub in Glover

Unfortunately, I was unable to find a good screenshot to illustrate my point, so you're just going to have to take my word on this one. Basically, you start out the game, and the area around the castle is shrouded in a blood red fog and there's creepy laughter in the background. Pretty nasty. But as you progress through the game, things just keep getting better. The air lightens up, the laughter stops, and creatures come out to enjoy the fresh air. The place does a really bang-up job of getting you to feel like you're actually helping something.
Real quick I wanna talk about Glover's environments in general. I'm not usually a big fan of surrealist styles, but there is something about the way Glover does it that I find
monumentally appealing. Sadly, I'm not sure how I'd go about describing it.
3- Just all of FarCry 2

Simply put- FarCry 2 is one of the few games I've played that have given off a realistically oppressive atmosphere. A lot of the times when you here that a game has an oppressive atmosphere, it's usually exaggerated to a ridiculous degree and uses the most muted color palette possible. Not in this game. In this game, everything looks and feels exactly how you would expect- the world feels desolate, arid, and genuinely feels like it's out to get you. It is a
far cry from the comfortable life we've come to know. But, the largely realistic color palette makes the areas pretty enough to enjoy on their own merit. I really like the atmosphere in this game. 'Tis good.