Dungeons:
Pit of Saron
Utgarde Keep
Magisters' Terrace
Halls of Origination
Throne of the Tides
There are many, many beautiful dungeons. Honorable shout out to Vortex Pinnacle, Stratholme, and Azjol-Nerub.
Raids:
Icecrown Citadel
Terrace of Endless Spring
Zul'Aman
Ulduar
Firelands
Honorable shout out to Ruby Sanctum and Battle for Mount Hyjal.
And of course, if I like Magisters' Terrace, I also like Sunwell Plateau, Zul'Aman goes with Zul'Gurub, etc.
The more minute detail put into the sky, architecture, and little pieces of furniture and doodads scattered throughout to make them uniquely beautiful, the better. If I were to list instances that are visually unappealing, it'd pretty much just consist of a bunch of BC era instances.