Two I particularly enjoyed were Diplomatic Immunity and The Mind of Madness. I liked Diplomatic Immunity because I got to infiltrate the Thalmor (who I don't like) Embassy, pose as a guest among the uppity-ups and listen to them dawdle. Then got Erikur in trouble for hitting on Brelas, while Malborn and I snuck away and I cased the Embassy, using stealth and the throw voice shout to avoid some of the Thalmor and killing the others.

And The Mind of Madness was just mad. I liked that I entered Pelaius' mind to do some of the quest, though it took a bit to make heads or tails of the four tasks. Plus, I got the wabbajack.

I love Diplomatic Immunity when I play a High elf. Just smuggle in the hooded Thalmor robes and you can just walk around.

Skuldafin is always solid. Killing whatshername at her own wedding is always fun because there's so many ways to do it. Blackreach is awesome too. I just make sure to avoid the wispmother and her electrocuting polliwogs.

If you enjoy killing Elves, I would also recommend talking to the lady who sells shiny trinkets at Whiterun marketplace. The Gray-Mane lady. She goes on about her son, Thorald.

The Dark Brotherhood quest line was freakishly good.

i quite liked waking nightmare (vaerminas quest)
it was interesting to see how things happened in the past, you also get a quite a good choice to make at the end

Blackreach was the best for me. Loooooong and beautiful. Except for collecting the 30 crimson roots, everything is spectacular, especially the lighting. Never did figure out the day/night schedule. Many things to be had.

Diplomatic Immunity is definately one of the best; I've done it a number of ways now sneaking, fighting through and sneaking until detected and turning into a werewolf to slaughter the enemy.

Dragonslayer the last quest in the MQ is awesome fighting Alduin beside the heroes of old.

The quest where Mercer Frey betrays you was awesome even if he is the worst thief ever lol.

the skull of curruption quest

of course "A night to Remember"

Diplomatic Immunity, Mind of Madness, Blackreach. The last one is my favorite.