The Maw: Christian version of Hell without the inferno. I see why no mounts, but it is ridiculous. I do like the GTA-like wanted level machanic.
Bastion: This has the simplest layout and is fairly easy to navigate
Maldraxxus: Despite some labyrinthine characteristics, the hub-and-spoke design makes this a good zone
Ardenweald: There is a quest early on in the story that gives you the hint on how to navigate this beautiful zone
Revendreth: It is a huge multilevel labyrinth designed to punish players, but not to the extent of The Maw.