The Great Hollow seems like a strange way to start of this list, but it is perhaps one of the most underrated levels in the game. Most people write it off as a simple transitory area between Blighttown and Ash Lake, but in and of itself, it is incredibly meticulous.
First, there is the fact that it uses vertical heights like no other area in the game. Second, it's incredibly difficult to navigate and drop down. And third, the area had to factor in for the possibility that the player would go down it before being able to warp between bonfires.
Which means that it is designed in such a way that the player can climb all the way back up the massive drops that they made to get down there. That and the fact that it is easily the most hidden area in the game with most players not even knowing it exists.