Evil-ish forests, preferably temperate or cold. There's just something really cool about those phantom spider webs that pop up in the woods, and I just like cold-environment trees. Undead I could do with or without.
Mind you, I haven't really tried that many different areas, so my experience is rather limited. However, from adventure-mode searching, I find that haunted (black and red on the map, plenty of undead) forests are exceptionally cool, particularly if you have some small river or brook running through it. The dead trees/dead grass combo really adds a nice feel to the place that just begs you to make a custom evil race to settle in it.
I don't think I've actually tried a swamp fort... Might be fun. It'd be more fun if crocs/gators weren't considered large predators, so you could get some resident crocs loitering around. I'm really going to have to start a nile fort soon, where I build a massive sandstone temple around a dwarf-made pool where I keep a tame crocodile which gets goblins and other goodies fed to it.
Also, a dry canyon-type map that's considered "savage" can be quite nice. Savage maps don't really get the attention they should, and are commonly passed by in search of evil or haunted maps. We need more savage support!
But good maps? Eh... No. Only interesting things you can do there are get killed by unicorns, make really really lightweight wooden shields, and eat fluffy wamblers. Did you know that fluffy wamblers are the only vermin that dwarves cannot hate?
I'll need to do more mucking around before I can list more preferences, or make amendments to the ones already there. But, as I have stated time and time again, I'm far too busy to do anything other than spend the whole day posting in discussion threads.