I like visiting places that have extreme things to do.
Extreme such as being on a really high mountain or in the middle of a very large body of water, in a very fast car on a roller coaster or zip line, dressing up in very very very high end clothing and attending a place beyond the ordinary or throwing on my sweats and dressing like a bum, observing on both ends of the spectrum how people are treated and reactions.
If there is the slightest possibility of becoming nervous..... I do it, go it, see it, try it.
I don't think I have just one favorite place.