Apocrypha was done pretty well, could have been better, but it felt the least "pressing"/urgent one to be in. In all others I felt like I had to go in quickly, do what I came for and go back out, I felt like I could actually stay there and explore and study Mora's large library.
Secondly I'd say Shivering Isles, but it didn't appeal to me in the long run.
Clockwork city was nice, but not enough time to explore it.
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Though, my favorite "otherworldly environment" that's not a daedric realm, or dream or otherwise some sort of parallel or pocket dimension is definitely Telvanni's mushroom cities, it seemed so surreal to be there but it was fully palpable, you could walk, sleep and even live inside giant magical mushrooms along with weird semi-senile undying wizards, that was fantastic.