I'm not playing it now, since it won't work well on my laptop (choppy) but my fiance has been playing it. Since I was into the early beta testing, it was Limsa only, as the region, but now we've seen both Ul'dah and Gridania as well, I can say that Gridania is my favourite, followed by Ul'dah and then Limsa.
Gridania looks amazing both in the village and out of it. The story for it looks the best imo, and quite comical. Oh and MOOGLES! >w< So cute! I like the mysterious forest mood of it.
Ul'dah looks great in the city walls, quite Persian or Arab looking, with the market stands and such. I loved it's opening cutscene. The reason I don't like it as much is that outside of the walls, the landscape is quite boring. I'm not a fan of deserts/wastelands areas. I'd rather see nicer landscape when fghting and such... Spend my time elsewhere.
Limsa is the contrary of Ul'dah. I find it boring in the city walls and the story there isn't very appealing to me... Maybe it's because I've seen it so much that I'm tired of it! XD The landscape outside is nice though.
The "advantage" of playing the beta is that you can explore areas way before anyone else does. My fiance vantured way beyond Gridania, in fact to the region near Ishgard (?)... He was just running through avoiding to aggro ennemies. XD Cause it's a high level area. One normal hit is over 1500 damage so...
Anyway, the game's really beautiful. Once the PS3 version comes out, he's going to buy it and I might play the game sometimes on the PC, but for now, he's playing on it.