My favorite worlds were Port Royal and Radiant Garden [Hollow Bastion]. It's a shame that I had to return Kingdom Hearts 2 to my friend because he was moving. And my PS2 freezes my other games ALL THE TIME. I've tried everything to fix it, but nothing lasts. I had gotten to walk around the city on the world that never was, but I never had a chance to explore the castle. V_V;
Space Paranoids was a great peek into one of Disney's most unique live-action films, Timeless River was just plain classic Disneyana, Port Royal was amazingly detailed, but for some reason, Hollow Bastion is my favorite. Can't pinpoint it exactly, but perhaps the fact that you constantly return there more often than the other worlds.... who knows.
Twilight Town hands down (hey, that rhymes!). Why? Well, it kickstarted my obsession with the word "twilight" but also because it was one of the more uniquely designed worlds. The Clock Tower is my favourite landmark because of the clock face itself.