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Favorite and Least favorite Palace (SPOILERS)
For me, a favorite would probably be Futaba's. Least favorite definitely Shido's
Favorite: Kamoshida's or Sae's.

Least Favorite: Shido's.
What about theirs did you like? I really like the Egyptian theme for Futaba's, and using the egyptian/canaanite personas were an excellent touch as well
Favorite: Sae's and Futaba'a
Least: Shido's and Kaneshiro's
I just think Kamoshida's is like the quintessential heist. From escaping the dungeons, to running across the rooftop, to the showdown in the tallest tower.

And Sae's was just plain fun, also had the best song in the entire game.
For me it's a bit difficult to pin down because I love every Palace in the game... except... Shido's really does drag on way too long.
Shido's is probably the worst for me.
Best-Futaba

Worst-Mouse puzzles
This needs to be bumped.
Favorite: Three way tie between Madarame, Futaba, and Sae

Least Favorite: Kaneshiro
I'm not far enough in game to make any definitive decision but I thought madarames palace was cool
Favorite - Madarame and Futaba

Least - Kaneshiro
Okumuras palace was way too long, and that airlock puzzle was the worst.

Favorite palace, Sae's was a bunch of fun and I love Whims of Fate.

If Mementos Depths counts though, that takes it. Very raw SMT and fun puzzles.
IDK why people hated the airlock puzzle, I figured it out immediately.
my favorite is futaba's!!

least favorite would have to be shido's!! it took way too long!!
@Migrant - I hated it for the same reason I hated the mouse puzzles:

It was tedious, mind numbing puzzle solving instead of being a well crafted piece of interwoven environment, like every other Palace.