Ulduar is the winner for me. If nothing else it has my favorite music (by very, very far) in the game in it. In fact the song is stuck in my head right now. Also Algalon is one of if not my favorite boss of all time.
Firelands has my favorite architecture.
Karazhan because of that netherspace thing, I always and still think it's really cool how Malchezaar's area is in a different dimension.
Abyssal Maw is my favorite "could have been" raid. I actually don't know if there are any others though.