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Vashj'ir. It is such a unique zone. With the mount you get early on it stays fresh, letting you zoom through quests following the lore. The level of detail in the terrain and the extensive quests make it my favorite.
Mine is actually Vashj'ir. Any downsides from having to travel through water to get from point A to point B is more than made up for by the sheer beauty of the zone.
My favorite Zone would have to Be Shadowmoon Valley, Leveling as a lock there was the best thing in the world, One of the few places in the game where Enslave demon actually had a use :D
Dragonblight. Questing for the Dragon Aspects, helping the Queen fight against the Blue Drakes and the Infinite Dragonflight is awesome. Plus the wrathgate quests line(before cata) was the most amazing quest chain I have ever done, and the cinematic, outstanding.
My favorite zone has to be Silverpine Forest, although Tirisfal Glades is a close second. Silverpine is my favorite zone because when I first started playing way back in vanilla WoW I thought it was the creepiest/eeriest zone. Despite having to run the length of that zone many times the music and the overall ambience made it thoroughly enjoyable. Of course this is all before the Shattering and I've yet to re-do the zone after its overhaul.
Currently I have to say TB is my favorite. Between the dozen dailies, the leather and herbs I pick up I can make quite a bit of coin quickly there.
I liked Sholazar Basin. Plenty of dailies and rep grinding to keep you busy for a while, a few rares to spend time hunting, and not to mention the tons of ore to be fought over. And when you got bored with that, take a quick trip to Wintergrasp for some pvp'ing.
My favorite zone would have to be Hillsbrad foothills pre shattering , not for amazing art work or any of that but because it was the first zone , when i first started playing, where I encountered horde and had some pretty intense world PVP battles.
Eastern Plaguelands left a big impression on me. Specifically the questline involving the "Paladin Pals"
I always loved Thousand Needles, both new and old. Racing Track in the old version was cool, now the water/boat add a refreshed look to the zone!
I would say a tie between Uldum, for its harrison jones questline, and Vash'jir, because the way it was done is pretty cool.
aesthetically, I always loved Nagrand. I liked to Imagine what it was like with Shamanistic tribes of orcs camped under Oshu'gun must have been like.