The ghost ship in Republic Commando, don't ask me to break it down into smaller chunks, I'll cry.
The beginning made me feel like I had no chance, and it was incredibly intense. Bacta was low, scavenger droids were everywhere, I kept seeing clone bodies, and I thought Scorch was dead. Then slavers start popping out. Finally, the fights against the big Trandos caused me to rethink my patented "Charge in and shoot like crazy throwing EMP grenades everywhere" technique. Then, the trando mercs showed a pretty high level of AI for a 2005 game, and it was truly challenging. I loved having to relocate the different members of my squad.
The china map in S.L.A.I, so much fun as a Proton mech with high jump jets....
Look, I'm dieing! Up, up, and away to a ledge out of the attackers reach
EDIT: forgot about metropolis from Halo 2, I remember that was one of the only levels I'd play on co-op when I went to my friend's house.