Like the majority in this thread, Agate Village was a personal favorite of mine. It was useful with the Day Care, the free berries, the Relic Stone, and the scents. I enjoyed the green, a nice break from the barren Orre wasteland, and the roughneck feel of Pyrite.
Phenac was a favorite of mine because of the water, in the middle of nowhere btw, and I fully enjoyed the music. The coloseum was well built, and next to Realgam Tower, it was the most yo-to-date coloseum in Orre (as of Pokemon Coloseum).
As for in XD, the ONBS station was a nice update for Pyrite. I like the use of Miror B's old Hideout, all though I can't remember: can you enter the cave in XD where you battled Miror B?
I enjoyed Realgam Tower in both games for it's modern feel, and the music was also pretty cool. The overall layout was annoying, esoecially with the moving platforms.
Cipher Key Lair was just plain cool, a 3D Rhombus that rotated is just plain cool! I liked the layout, and the whole idea that this was the center of the action pretty much.
Citadark Isle was another great addition to XD. Not only was it great for the game's climax, but it had more of a bad*** feel to it than the Mystery Lab, which I liked just as much.