The first jungle area of Metal Gear Solid 3 is probably my favorite I don't know why but I just like it so much there. I have played MGS3 over and over again and never get tired of that part. I do however get tired of the fortress where the Shagohod is I hate that place and the following sequence after the battle against Volgin and the Shagohod.
Probably the Forest Temple from Twilight Princess (Technically, I s'pose the first level would be Ordon Village, but I'm goin' with this ;P). It has that signature, creepy atmosphere that the series' Forest Temples are known for, and those monkeys are absolute champs.
That being said, I also love Windy from Conker's Bad Fur Day.