My favorite location in Zelda is always the desert. I especially love Gerudo Desert in OoT and TP. The Gerudo's fortress in OoT was a lot of fun to sneak around in, and right after that, you'd find the Spirit Temple. Well, sort of... I love the desert in TP, but it could have been expanded in so many ways. It could have been made "fanstastic" rather than "pretty great."
I know it's odd that I like the desert so much. I don't know what it is, really, but I find desert lands to be very intriguing, whether in video games or real life. I'm fascinated with desert races and tribes. Very historical.
Not to mention that the Gerudo as a race are so darn mysterious...
I was just going to say that I was confused as to why so many people favored forest, but after remembering Faron Province in TP, I can understand a little. In all honesty, I didn't quite like the forest themes in OoT or MM, or really, any other game for that matter. I thought the Faron Woods were so beautiful and filled with mystique, which made up for my general indifference to forest. Now, if "forest" was replaced with "jungle"... It would be a whole different story. A jungle would be awesome, like a rainforest.
You know what else would be cool? A coral reef. But I'm getting ahead of myself...