Falkreath Hold: The forested region surrounding Falkreath, southern part of the map.
Whiterun Hold: The grassy yellow tundra surrounding Whiterun
Haafingar: Includes the area around Solitude, the moor of Morthal, the forest, and pretty much the whole north western part of the map.
Eastmarch: The steaming hot spring region south of Windhelm.
The Pale: The icy canyons and iceberg smattered sea near Dawnstar, Winterhold, and north of Windhelm.
The Rift: The birch forests surrounding Riften and Ivarstead.
The Reach: The green and grey spiny hills near Markarth.
My personal favourites are The Pale, Whiterun Hold, and Haafingar. What are yours?