The latter half of UFO, and the extra stage too (and MS stage 6, because it's largely the same as UFO stage 6).
Also, SA stage 3 (Ancient City), SA stage 4 (Palace of the Earth Spirits), and SA stage 6 (subterranean sun). Stage 5 is interesting at first glance, but it doesn't catch my attention as well as the others do.
Edit: Donut reminded me of MoF. I will add MoF stage 3 (the mountain's river) and MoF stage 4 (Youkai Waterfall) to my list of favourites.