Hard to narrow it down to "favorite of all time" but I spent so much time in Jubilife City. It was a great "hub" town, the fact that you visit it so early on, but keep coming back for Poketch apps and to visit the TV station for daily battles and lotteries. Not to mention the WTS building, which blew my mind back in the day. It just felt connected, yet comfortable, and the music was great.
Sinnoh was a pretty comfy region overall, as was Unova.
https://www.youtube.com/watch?v=Dpkr49RioHg 