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Uldum. Easily. Not only does it have great lore and buildings about, the Harrison Jones quests are tons of fun to do and taking on Snottz is a blast.
I'm a huge fan of the Storm Peaks, mainly because of the incredibly beautiful music and the fact that I adore snow. :)
I always loved Tirisfal Glades. It was the first area I ever saw in World of Warcraft when I rolled my first Undead Priest. It just felt right at home!
My favorite zone is Stranglethorn Vale, more precisely - Booty Bay. Just fantastic place, like the one from the adventure novels and pirate movies.
Western Plaguelands, and especially Andorhal. Before the Cataclysm I always felt like in Racoon City (from Resident Evil), with a bunch of zombies around every corner just waiting for a careless traveler. And after the Cataclysm we have an intense 3-sides war in the zone, culminating with a battle in Andorhal.
My favorite zone is Deepholm. I love that it is small and quick to get around. I'm also a big fan of the ore and herbs that I can snag while I am there. The quests were fun and the rewards were worth my while.
I dont have a particular area, I just go wherever i'm needed.
In vanilla it was definitely the Blackrock Mountain, with all the pvp and raids, could spend so much time there.Nowdays its hard to say any outdoor zone is THE favourite, but maybe the rebuilt Eastern Plaguelands, the questchain with the caravan is pretty cool.
My favorite zone is Vashj'ir because it gives me a real Bioshock feel between the atmosphere and music.
I really love the Draenei starting experience. Playing through on what is now my main Azuremyst and Bloodmyst for the first time was an absolutely incredible experience. Completing that questline and having everyone there to congratulate me for all the work I had done, it's one of my favorite memories from playing the game.
Deepholm all the way. The detail in that zone is just amazing, Blizz did a great job with this zone. I fly around in it, first person style, with interface not shown just to look at how awesome it is.
I actually really like Uldum, the zone itself looks great and the quest line is just as good.