I guess Isle Delfino? My opinion on Mario locales is primarily based on how fun it is to explore them gameplay-wise, so anything in a 3D platformer would be an easy favourite for me. Isle Delfino also has the advantage of feeling like one cohesive whole across the individual levels, I love Mario Odyssey, but each location feels distinct enough in a way where I feel like I would have to compare individual kingdoms to an entire game. Throw in a little nostalgia for some of the elements of the island that made their way into Mario Kart games of the period, and I think it's just the right combination to win the competition for me.
Mario Kart World is also a locale that exists and I find fun to explore, though I find a lot of the space inbetween courses to not really stand out too much, so it's really carried by the ability to just freely drive around Mario Kart courses, which mind you is amazing in of itself, but taken as a whole, not enough to make it my favourite.
