I really liked Athenas.
It was tight, focused, lots of crazy combat at nice intervals, good verticality to the Crimson Radio Crew Challenge, Traunt was decently amusing and a fun fight, plus you can farm Chupacabratch, as well as the Holy Spirit mission, which gave me an entire level bar of experience.
Plus, a decent amount of chests.
It does kind of suck that there is only one set of Vending Machines, right at the very beginning, but there are soooo many ammo chests.
The other worlds I’ve been to so far (Promethea, Pandora) were big and beautiful and fun to explore, but seemed like they had way less enemy mobs than in previous titles.