Actually? Aurum Vale.
I tank primarily. I've watched my roommate heal people who don't know how to tank that place, and I've heard horror stories of wipe after wipe. But for me, as a tank, it really forces me to step up my game. And if I do everything right and I really jive with the healer, it can actually be a really fun instance.
The Aery is actually a lot of fun, too. I'll admit the last boss felt a little weird from a story perspective, but it is easily the most enjoyable dragon-style fight I've ever encountered. The other bosses, mechanics, and even the gauntlet at the end are really fun to play through.
Close third is Stone Vigil. As much as that place used to horrify me, I actually really enjoy it now that I know what I'm doing in there.
Honorable mentions: The Vault, Great Gubal Library, Pharos Sirius (HM).