Honestly, I've never really liked most of KHI's worlds. I'm not one for exploration in RPGs unless they're straight-up sandbox RPGs such as Skyrim (because I play RPGs more for story usually), so the worlds in KHI always confused and agitated me.
My favorite worlds in KHI were probably Destiny Islands because it was beautiful and peaceful and Deep Jungle because it was pretty and I liked the vines, haha!
By far, Neverland and Traverse Town. Traverse town was one of the first worlds, and it was so nice there. Neverland.. well, mainly flying. I also loved the ship, and the secret boss (Grim Reaper).
My least favorite was Monstro, I mean, GOD. It was a maze of horrors that I always got lost on. So many bad memories. So many.
I always hated Traverse Town because I got lost in it so often. Neverland was okay, but it bored me a wee bit, although if they make it really large, then I won't have issues. x3 I want large, but not confusing, which is a bit hard to get, I suppose?
I had an easier time with Monstro this last runthrough than I did with Atlanta, that's for sure. Atlanta's hell in KHI. >.>