
The Moon is the best level! (Destiny)
And not just because it is the domain of Wizards!
First of all the moon has the best atmospherics. It starts off with you NOT SHOOTING THINGS!!! but instead exploring an abandoned and slightly creepy dark facility looking for a lost scout. Then you have this mission where you pursue him to his untimely end with a cool cutscene and a great introduction to the hive, plus mystery robot girl! The moon has these creepy cracks with evil glowing green of evil coming out, and the Hive structures are suitably dark and menacing and dead astronauts everywhere. Sadly they don't keep up the atmosphere in later missions but overall I think the moon has one of the stronger characters of all the levels.
Second, the gameplay is pretty good. The moon has larger sight lines and interesting structures to climb and mess around on with little nooks and crannies everywhere. You can often hijack pikes and rampage around to your hearts content, even down into the hellmouth. The Sword of Crota mission gives you a toy, the titular sword, which is great fun to play with. I wish Bungie would release similar weapons as a new class of specials and have more missions that change the game dynamics up. I enjoyed it far more then the skulls that add shields to half the enemies.
Mars of course has some interceptors sitting around, but overall it is too cluttered to really make it interesting, and the Exclusion zone and the city just doesn't have the grand scale that it needs to look cool. I mean you jet down two alley ways in the city and the zone is just a wall next to a cliff. It really doesn't seem as impressive as when you first view the sweeping vista of the Hellmouth.
Venus also seems far too claustrophobic, with all the action in tight tunnels or in very constraining geometry with none of the Vex architecture moving or doing anything interesting.