My favourite area from the first game is Dobuita. While I really appreciate, and often find myself captivated by, the tranquillity of Yamanose and Sakuragaoka, along with the Harbour's stark industrial juxtaposition, I just love everything about the make-up of Dobuita; the cosiness, the sense of community, the hustle-and-bustle, the layout, the variety, the authenticity; everything. Fucking love that shit, and they nailed it. It's easily the top location in a video game I would love to visit in real life.
My favourite area from Shenmue II is a toss-up between Wise Men's Qr. and Rocky Area. Wise Men's Qr. because of the twisty-turny, tight-knight streets and visual design; and Rocky Area because it's just so striking and un-Shenmue-like.