Azura's Moonshadow purely because I like her. Sadly her realm is said to be completely unaccessible.
Vaermina's Quagmire because a dream world can offer a high variety of beautiful and/or non sensical landscapes.
Boethiah's Colored Room because the place got to have great creatures if you have a Daedra prince that can just yell at Molag Bal and banish him.