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I would have to say that my favorite zone would be Uldum, because the zone is very well made, it has the best lore that i can think of in terms of the titans and it has the awesome quest chain with Harrison Jones and the Schnottz Commander. Every time i go there I always do the Harrison Jones quest chains.
I am torn between Shadowmoon Valley, and Netherstorm. I liked Netherstorm for it's quest line and general overall all arcane/magical feeling. And shadowmoon Valley had my favorite character from the entire Warcraft series, Teron Gorefiend. Being able to get quests from him back in the day gave me goosebumps.
Ashenvale before and after the shattering, i've always LOVED questing there because of the lore. I always love the scenery (before the shattering of eastern ashenvale only) and then to the west with the naga, well thats where i thought it got interesting when i first started playing and when i always play there.
Without a doubt, it's Gnomeregan (before its tragic truncation). Despite (and perhaps because of) its somewhat labyrinthine layout, the outside zone and instance itself are a couple of the most interesting areas in the game. Being one of the earlier instances, it seems Blizzard put a lot of thought into it, and it ranks with Ulduar as an instance based on this alone. Mekgineer Thermaplugg was one of the few bosses where the location factored into the fight and you had to use it to defeat him (Ulduar had a lot more of this, and is one reason I enjoyed that instance so much as well).It's sad that they havn't yet given it a recreation, but if anything I would like to see this return as a 10 or 25 man instance. Perhaps next expansion, it may be a possibility. I hope that, now they have decided to start fleshing out the Earthen history, Blizzard will turn their sights on the Gnomish capital.That said, I still think Gnomes are horrible little creatures. Once we have reclaimed their home, we can evict them from it.
Oh man this is actually really difficult. Everything looks so amazing and beautiful in Cataclysm now. I would have to say, if I were to narrow it down to my favorite, that I'd go with Uldum. The combination of the epic Indiana Jones feel, the ancient Egypt atmosphere, and incredibly fun quests make for a great zone. Add to that the insane hunt for a camel statue to gain access to a very special camel mount just adds the icing on the amazing zone cake.
My fav zone has to be dragonblight, i love the quest lines there leading up to how Highlord Bolvar Fordragon (Highlord Bolvar Fordragon) dies at the Icecrown gates.
The new Eastern Plaguelands, showing what can humans in this case the Argent Crusade, can achieve to get rid of the undead and hopefully one day we shall get rid of the forsaken as well. Plus the feeling of camaraderie that they try to give with Fiona and her friends is quite funny and having a NPC help you around with quest is a new touch that makes it feel more like an adventure game where you are not alone.
My favourite zone would have to be Vashj'ir. It has lots of beautiful scenery, lots of cool places to explore, and the quests there are absolutely epic, especially the Naz'jar Battlemaiden quest chain and the end quest Defending the Rift. I also like the giant creatures Nespirah and L'ghorek and being able to explore inside their bodies, I thought that was really cool too.