For me, it has to be Blackreach and the Soul Cairn. Both are NEEDED for major questlines, so I have to go through them. And I'm quite a completion-ist, so I can't just go in, finish the objective and leave; I HAVE to get everything in there. For example, I can't leave Blackreach without the 30 Crimson Nirnroot, or else the OCD in me itches away at me. Traipsing around Blackreach in search for little red plants bores me infinitely, and so does walking around the wastes of the Soul Cairn looking for a bunch of tiny pages and spell tomes.