The first appearance of the Skaarj. In the first part of the Rrajigar mines, steel bars lock you in a narrow corridor, then one by one all the lights go out. You hear a menacing growl, and then alarms blare and the action music starts as a Skaarj scout leaps from a hidden alcove to attack. However, there's a way to escape from that area. Charge the Dispersion Pistol and do a Dispersion Jump. You'll miss the great moment, however.
Bluff Eversmoking, a large, fully explorable location with a lot of attention to detail. It also has some of the best subplots.
Multiplayer-wise, DMDeck16, by far the most awesome deathmatch level ever created in the series.
Also DMMorbias, a.k.a. the Colisseum of Destruction. Even with just one weapon, it's mayhem at the maximum level. And a helluvafun.