It's a three-way toss-up between Traverse Town, Hollow bastion and End of the World (all KH1, of course).
Traverse Town is such a great hub, not without its own set of mysteries and an amazingly chill but surreal atmosphere.
Thinking about it or listening to its theme helped me immensely when I had to write places like that in my stories.
Hollow Bastion has this constant dualism going on (sewers/castle, holy/profane, classic architecture/machinery, also splendidly showcased with the big Emblem on the fortress), a good atmosphere and other neat visual clues such as the tubs of the big Keyhole invading the castle in a blatant not planned way (they break the ceiling and whatnot), almost like a disease.
In just one world you go through a variety of equally suggestive places, from the dark and compact sewers system to the library, place of respite, to the main bulk of the castle and the lift system.
Also it has so many memorable events happening there, it's hard not to consider it.
End of the World is pure atmoshpere and I love it. It's honestly nothing groundbreaking, perhaps the most Final Fantasy-esque gimmick introduced in the series: last stage made of crystal/purple stuff/stages reproducing places you've already visited, with elements from the beginning of the game to give you the feeling of things coming full circle.
Its execution is spot-on. KH1's Destati is one of the greatest things to ever come out of the franchise, and it carries this world hard. Also the absence of interactions and sidequests (aside from Mushrooms and Neoshadows) really gives a feeling of conclusion and helpelssness. There's nothing else but you and the destination of your journey. And your only companions are Donald, Goofy and the omnipresent Heartless, in their ultimata and more imposing form.
When I think of anything that made KH1 great, the way it tells its story, the atmosphere, the ability to protray dark and heavy elements without making it look ridiculous or pretentious alongside Disney characters, I think of End of the World.