I'm asking overall, so it can be one specific level or a general area.
I'll pick two, just because:
Ghosts in the Machine is my favorite danger mission, it's visual theme and especially its music reminds me a lot of the Submachine series (those point and click flash games by Mateusz Skutnik) and it's got some SOMA vibes too (even though this mission predates it). It's got a genuinely creepy atmosphere and it's also one of the more fun ones to perfect your technique in. The first level has a really good spin on the Deconstruction Zone layout that feels well integrated with the design of the mission as opposed to the others which mostly just place new map chunks in familiar levels (not that they're not fun).
As far as clockworks regions go, there's a lot to like so it's tough picking a favorite, but I'm always really happy when a full rotation (3 levels) of Dark City rolls in (Amber Sun has it in S6 as of posting this). It looks nice (and has some devilite spawns that are the easiest to handle in the game... I promise I can fight them competently, but easy revenge does feel nice sometimes, especially on those predictable 4+ group spawns that you have immediate access to). It also just so happens to be a great event farming location for both Tortodrone and Kataclysm, but even with that aside I still really like the area.
Aurora Isles.
(Why do I love everything related to the Aurora Isles so much, they're my favourite level set and they have my favourite music in the game)