It's gotta be Dreaming City for me. The scenery, the music, the secrets, and the story all top tier. Shattered Throne is a whole vibe and Last Wish is the best piece of Destiny content Bungie has made IMO. Sound off on the places and scenery that you love to explore in D2!
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Favorite destination that's still in the game: Nessus. It has a lot of places to explore, and in general is a very beautiful place. My favorite vaulted destination would have to be either Titan or Mercury. They were really cool, and I never got a chance to fully explore them.