All of Link to the Past.
...
Alright, I'll try to narrow it down. Umm... Ganon's Tower, I guess.
Intro Stage to MMX, of course. Sigma Stage 1 as well, and Storm Eagle.
X2's Intro Stage too, actually. Counter Hunter Stage 1 too, if only for the [tornado fang]ing kickass music.
Elysium in Legends 2.
Venom Base (all of them) from Star Fox.
Hell, why not... the hard route Venom from Star Fox 64 too.
Magus' Castle from Chrono Trigger.
Norfair in Super Metroid. The lower part where you fight Ridley, if I have to specify.
Cannon's Core 3 in Sonic Adventure 2 (again, music plays a big part here).
Doomsday from S&K3 was always one of my favourite Sonic game moments ever.
There's lots lots more, but that would defeat the whole purpose of this thread... hell, I've probably gone too far as it is.