My favourite is Nessus, just looks awesome and has different levels of structures, feels good playing on Nessus.
La vote!
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It's close between Nessus and EDZ, both for activity diversity and dialogue, but Failsafe/Cayde ultimately win. And those underground Vex structures are just cool. While I'm still trying to get the full set of 330 Mindbreaker Boots from the Adventures on Io, and Io tends to drop Cuboids, Black Tigers, and Ros Lysiseseses more often than other planets, Asher is so dull/cranky and irritating that I literally avoid the place unless it's the Flashpoint. Mercury would benefit greatly from allowing Sparrow use, I skip it frequently in the daily rotation solely for that reason. I'm very ambivalent on Titan - it's the best place to farm PEs/Chests/Glimmer (and the static Adventures are a quick way to farm Songbreakers and Lionhearts daily), but I don't find it especially interesting post-Campaign.