The Fang, any maiden world, Ithaka and Ultramar, love the descriptions of all this worlds and The Fang sounds like the most awesome fortress monastery of all.
Just think about this, the beautiful, elegant and (sadly) detailed Eldar Craftworld. I know this would be difficult because it is so detailed and massive but it would be amazing!
Got to say Urban Warfare, Gothic settings and factory districts mainly, and some of the other suggestions by the posters in the thread.
Ok, this might never be possible..... but i wanna see the Eye of Terror. It has been described as this truly chaotic place, but visualizing that might be the hardest job to do.
I would visit Commorragh. First stop at a haemonculi lab, I want to make sure that if I die, they will bring me back! Then corespur for all the big skyscrapers, then maybe Aelindrach. In Realspace, I dunno... Fenris I guess? It has sounded like a neat planet.
I would love to see golden terra. And then tour luna and mars. I would like to see some of the primarchs home worlds. Then off to the eye of terror. Sounds like quite a vacation,
I don't think we'll ever see Holy Terra, Would be too hard to do it justice as awesome as it would be!