horteka - SOA, that was just stunning for me, and it was great explorring all the corners. and i loved the music.
zoah - panzer saga, did a lot of exploring in that town, in day and night, found lots of secrets, books and easter eggs that you wont be able to find normaly. sidequests and lots of small side stories are in there as well, if you explore.
i never really liked the psx FF towns, the psx ones were hard to get used to with the static backdrops. and the background resolution was usually to low for my liking. ff3/6 had some nice ones though.
chrono trigger obviously, the town you start on.
anachronox - anachronox, fantastic.