There are a couple of really silly things I like about the Hissing Wastes. The materials. Armor made with Hardened Gurn Hide and Nevarrite is pretty darn swank. Purple! My first set of Masterwork Dual Blades were made with Nevarrite, and I named them "Pain" and "Suffering". 
I also like all the little camps. it probably sounds weird, but it's kinda cool to see lights in the darkness, to make it seem a little less...lonely. Though typically, there are some creepy red templars hanging out.
@Coldy - I do that same thing. As soon as I'm able to unlock HW, I go there. And die. Umm, sometimes.
I also have that same reaction to the Western Approach. I really had a different visual in mind, after reading Asunder. It's nothing like I'd imagined. And just...blah. I way prefer the Oasis and Wastes to the Approach.
I'm curious, and it's probably been talked about to death already (but I've been gone a few months), but who is that pilgrim I keep bumping into? I never have the patience to try to figure it out.