To start with is Darkfall Cave, which is so, so dark, and creepy. I just love it. You fly down that tunnel, closely followed by spiders if I remember correctly, then end up in the area where you meet Knight Paladin Gelebor. I was sneaking up towards him the first time I did this quest, not knowing exactly what he was - I didn't for one second think he was not one of the playable races, I thought he just had pale skin because of the light. Then, despite being crouched in dark shadows, he turned to me and told me to not be afraid, and to approach him, which I thought was pretty cool because I was sure he was going to be an enemy. Then I could not believe my eyes - a real, talking Falmer! Such an epic TES moment! He spoke for a while about what happened to the Falmer, which was really, really interesting. Thus begins the epic journey, visiting each of the wayshrines, Ayeleid-like in architecture. You pass through the rest of Darkfall Cave, full of traps, and camps of the Betrayed Falmer. Then when you get out into the Forgotten Vale - wow. Such an incredible place, one of the most beautiful TES has seen. And it's huge. There's those new dragons, Frost Giants, and other great stuff in this vale. Then you go to places like Glacial Crevice, which is massive and gorgeous. To top all of this off you finally end up in the Inner Sanctum, which looks so awesome inside. The frozen Falmer and chauruses look really creepy. Then you reach Vyrthur, who gives an epic dialogue before unleashing enemies for you and Serana to kill, which then leads to the best part of the quest, on the balcony, when he reveals the twist, and how he seeks to get revenge on Auri-El for 'betraying' him. Serana hoists him into the air, and an epic battle follows (in which I Fus'd him off the balcony to his death when he was almost dead), and then of course you then retrieve Auriel's Bow.
I know it seems like I've simply wrote out the whole plot for the quest, which I guess seems pointless, but come on - read all of that and then tell me this isn't the most interesting, beautiful, and exciting quest in TES history!