I loved the last quest of Dawnguard, storming the vampire castle with armoured trolls and ny fellow vampire hunters, pretty epic.
I LOVE Lost Izalith, the atmosphere and design of the level just blows me away every time. It may not contain the best combat or opponents to fight in Dark Souls and the boss sucks (Bed of Chaos, yuck) but its beautiful.
Love The Ark and I really live The Covenant from Halo 3, each level showcases what I LOVE most about Halo campaigns, epic battles and choices galore on how you wanna engage the enemy.
And I always loved the end levels in Golden Axe 1 and 2 and Sonic 1 and 2 as well. Scrap Brain Zone has such wicked music and the level could be tricky as shit.