My choices :
Naxxramas ( Wotlk version) : Haven't played Vanilla, and when Tbc came out i was a total noob so i never experienced the original. Still playing it in Wotlk was just awesome. A citadel full of undead soldiers, what's not to like.
Sunwell Plateau : Defeating one of the most powerful demons in Warcraft certainly is something.
Karazhan : Had a Twilight Zone atmosphere