I typically go for 'anything with magma, running water, and as evil as I can get. Adamantine a plus.'. Generally I wind up crying myself to sleep after my set-up gets harassed by a zombie giant eagle or something less pleasant, but eh.
I have to say my favorite would be cold, relatively flat areas. ie, mountains bordering on a tundra or something. I don't know why, but things being flat just feels better, and having to deal with ice now and then (or year round) is always fun. I once had a fort that (while being rather hilly) had a brook that started and ended on the same map, presumably frozen since shortly after the dawn of time. Much fun was had with the joys of the magma a Z-level down cooling sufficiently to let the brook above re-freeze, and then water pressure meeting my cistern.
Sometime after that I tried a 'bandit fortress' of humans, wherein I discovered the joys of building above ground. Of course, I also discovered what bad news fireimps in a forest can be when a wildfire burned down my doors and then everything within my keep. But that reinforces my idea of flat is beautiful, because it'd be that much more awesome to do it with rocks in the frigid north/south/whatever-end-of-the-world-map-has-the-goodies.
But, really, anything with fairly tame skeletons is a hoot just because even your lowly resident soapmakers can go to town and fling groundhog/elk bones all over the place.