I found Lesuss to be the nicest locale. Right before you meet the first Banshee, I always stop off by the edge of the balcony and take in the scenery. The cold, mountainous landscape against the night sky is always a treat.
Yeah, it's great. What I also like about it is that it's clearly an Asari complex. That's something Mass Effect managed to do, maybe not for every race equally, but there are places that you can clearly recognize a style of architecture and say, 'That's from the Asari', 'That's from the Salarians', and so on... even more with weapons!
It would be hard for me to pick a favorite location, I'd have to give it some thought. I remember the first time I landed on the Shadow Broker ship I was utterly impressed, one of the most engaging combat scenary of the trilogy for sure. DLCs generally featured some great places. The mines of Omega for example, or the Citadel, they both gave a great and brand new view of something we already knew.
But maybe by answer would be Tuchanka from ME3. Three reasons: 1st it's very beautiful, 2nd it's definitely Krogan. Those massive structures that look like can withstand major damage is something I can picture the Krogans buildings and 3rd it matches extremely well with the mission, I believe there is a dialogue that goes somehow like this: someone ask what you're looking at and Eve answer is hope. And that's the feeling that scenery manages to irradiate, it shows that the Krogan can do better than that ruined wasteland you have experience earlier. Making the choice regarding the genophage even more difficult. Tuchanka world was more than just scenery or levels for combat, more than any other place in the trilogy, it was a skillfully built place of story telling and world building.