I agree shidos music was amazing an it made me feel like i really was on the top of the world, especially because it made the downfall after words that much stronger
While I don't know too much mechanically, visually I enjoyed Okumura's palace the most, but that one dragged on for quite a while. Still, from just watching I think Okumura's palace would be my favorite.
Futabas, because I love the song, the egyption culture, green and the twists and turns. Also it was one of the more challenging Boss for me because despair.xD
I personally enjoyed Sae's the most. Having Akechi as a useful party member was a plus, but the casino games were most definitely my favorite part out of all the Palaces, not to mention how memorable and catchy Whims of Fate was.
I feel that Kamoshida was the best palace, it felt just long enough and had the last amount of BS in it, Kaneshiro is a close second for that sick track.