From the prequels, I'd have to say Coruscant, Mustafar, and Naboo. The former two I like because they're COOL, the last because it's beautiful!
From anywhere in the EU, probably Byss comes to mind. It's a city-planet like Coruscant, only much more stylized, and a center of darkside power.
It was Palpatine's stronghold in Dark Empire, with those humungous fleets of Star Destroyers (including SSDs!) and was also the home base of the Eclipse and Galaxy Gun.
You can tell I think (fictional) evil is cool, huh?