I quite like Denver in this game. Glittering skyscrapers with a strong sense of vertigo (pan up at World Marshal), set against a gathering storm... Warm interior design, with polished wood and glass walls... Cobblestone streets slick with rain, terraced with stairs, featuring cute outdoor cafes and the like. Having a cyborg police force come after you in a freshly evacuated city block is all sorts of badass.
Can't get enough of the cutscenes, either. I'd love a whole movie like this. It's the first time I've liked the cutscenes in an MGS game, rather than simply tolerating them. The look of Raiden's body, how the thin but sturdy armor shifts on his musculature, or the weary emotion you see in his dark-circled eyes, conveys a lot of character. Reminds me of a well-done Del Toro character, actually. Sort of that "the man is a monster but the monster is a man" deal, being inherently inhuman but wearing your heart on your sleeve all the same.
Also, rewatching the cutscenes introducing Monsoon, I just love his voice. "Kill or be killed, Jack. Phnom Penh taught me that." "You've lost your mind." "No, Sam -- he's mine." All of the characters have tremendous voice acting, actually. The schizophrenic touches in Raiden's voice, varying by context, is another nice touch; so is the amount of empathy they manage to convey through Wolf, even as his tone of voice never changes.