My favorite zone in Azeroth would be Feralas. I like the woods and the ship that takes you to the little island to the west called Ruins of Feathermoon.
I like all of Pandaria, but my all time favorite zone is Nagrand/Sholazar Basin, kinda the same type of area, jungle-like etc., and it's a nice place to go when you have just been to dull Borean Tundra or Hellfire Peninsula
I have fond memories of both Uldum and Vashj'r - but I explored them on a level 20, rather than doing the quests etc, so my views on them are quite different.