Well, since you're on a website dedicated to videogaming, I don't think that it's entirely "random" to create a topic about a very popular game.
OT: I think that the Palace of Twilight, from Twilight Princess, has got to be my favorite. The art style was so ethereal, and you got a sense that even thought the world was "dark" it wasn't necessarily "bad". That it had a kind of purity, but was being corrupted by the same thing that the light world was being taken by. As Midna puts it: "Some call our realm a world of shadows, but that makes it sound unpleasant... The twilight there holds a serene beauty... You have seen it yourself as the sun sets on this world. Bathed in that light, all people were pure and gentle... But things changed once that foul power pervaded the world..."
Getting the light-infused Master Sword was so empowering, letting the player clear out the dark fog and pierce through the evil veil that had taken over the world. It felt like I was having a tangible effect on the world. Also, the end fight with Zant was amazing, even if he would shut up.