E1M3: Old Time Religion
The level starts off in a serene area in front of a church. It's probably one of the more peaceful and relaxing locations in the game. It's also a pretty good use of backtracking, as the whole level loops back on itself that you'll visit some places multiple times. It's also houses the first boss in the game.
E1M5: Sawdust
This level does a great job of making you feel like you're out in some back-woods boonies place. Also the aesthetic of old abandoned sawmills is super cool and strangely kinda comfy in a way.
E2M5: The Escher Labs
The Escher Labs starts off as a kind of generic, cramped, laboratory level; before opening up and becoming this weird, escheresque (hence the name) labyrinth. It also has two genuinely scary moments that legit got me a bit unnerved the first time that I played. David Szymanski also did a dev post about this level, it can be read here.
E3M5: Blasphemy
Most of the levels from the third episode are super impressive visually; though this one stuck with me simply because of the giant tornado that rips through the cathedral.
E3M7: Homecoming
One of the last levels in the game, it's a bit more story focused than the rest. With combat taking a backseat to the scenery. There's also some cool platforming and anti gravity stuff that happens.