Hmmm... Let's see...
Chaos Shrine was good storyline wise. I mean, travelling 2000 years in the past, that was something! But other than that, the place looked too "normal", being a "nice castle". It deserves recognition for being the first one, though...
Pandemonium, on the other hand, looked "stunning" even on its NES version. And relating it to the storyline, it was nice. Going to hell to battle with the Emperor... it was good, maybe better than back at FFI.
The World of Darkness on FFIII didn't really place a lasting impression on me. I don't think it was bad, but it was not impressive, whereas the game was not bad at all.
The moon! Ah, classic FFIV!! Who wouldn't love it. It was good back then, and it's good now. Relating it to the storyline, it's nice because as far as I recall... technically you could say it's the only final dungeon not taking place in "the planet" (where all dimensional things would be 'outside' the planet...).
The Dimensional Rift was pretty good, it was confusing, but good. I liked it quite a lot in general, although I see a pattern of blue-looking final dungeons, from 2 to 5...
Kefka's tower was daaamn long! It was annoying back at the time I did it, with all the different groups moving around, etc. but looking back, it was really well thought. It deserves a "good mark". The looks didn't impress me that much. It was ok, but too mechanical for my taste.
What can we say about Final Fantasy VII? Of course, the deepest hole you will ever see! The music is cool, and while the first part was somewhat long, it really made you feel like you were slowly creeping towards the end of the game, and at the last bit, it even made you feel the sense of "gotta rush it!", so it was good.
Classy Ultimecia! Great great Castle. It's unavoidable that it reminds me of FFVI, although the place is, of course, very different. It was nicely designed, and great organ music.
Final Fantasy IX's Memoria and Crystal World were a top final dungeon for a quite good game. It also gave me the same feeling as FFVII, slowly moving towards the end of the game. Too bad it was ruined with an "out of the blue" final boss.
Final Fantasy X, Inside Sin. Good, it didn't bother me. I admit that, when I reached the point where I was to go there, I was confused. Didn't know whether it would turn out to be good or not. In the end, the mood was really well set up, so it was good also because it surprised me in a good way.
And the Bahamut... just no. I entered the dungeon and avoided to fight with anyone and kept running around until I got to Gabranth, just because I didn't feel like being there, and wanted to finish the game already. If it was a movie, it would be a perfect place. Flying Fortress, and all that. But... didn't convince me. Not at all.
So, if I was to choose, I would be torn between FFVII, FFIX, and FFX, and out of all those, I would probably choose IX. I think it was really really good. (not to mention Quina swimming in the air!)