Yeah, Promathia was a fun one. I ended up doing it twice back-to-back because one of our party DCed in the CS you get afterwards lol. The arena is definitely one of the coolest in the game. Plus, fighting a god! You've been hearing about him for the whole expansion and you finally get to see him, gives quite a sense of awe. Especially since he turns out to be this massive, ancient being - he looks nothing like his statue in the Hall of the Gods. It kind of makes me wonder what Altana really looks like. I'd imagine she's pretty much a massive aern, like AV.
My favourite mission battlefield is probably U/O though. Again, really cool battlefield, and while the Promathia fight has this sort of otherworldly, outside-of-time feel to it, U/O has a really tense feel. The combination of fairly strict time limit and all the horrible things you hear about it before going in really racks up the nerves, and then the elation when you win is awesome.
A lot of CoP is really well done in that regard. The fights manage to be challenging but usually still fun, and they're often a lot more interesting and unique than other fights in the game. Diabolos' falling floor tiles require a high level of care and precision. You fight Ouryu at a level when most people have never even *seen* a wyrm before. Mammets change job and weaknesses on the fly. The Snoll Tzar is just a massive zerg rush, again at a level most people have never zerged anything down before. Etc..
I also really like fighting wyrms. There's something very satisfying about squaring up against something that's just so much bigger than you and then trying to stay alive as it tries to eat you, while everyone around you tries to kill it faster than it kills you. The combination of feeling badass and seeing loads of people cooperate to take down something so huge is pretty good. I think basically any fight that allows me to get battered around by something huge and impressive is fun :D Behemoths, Kirin, Bahamut, Alexander, ...