Wait... there are planets in this game? I've been too busy pewpewpewing Borg cubes to notice.
Seriously, though... I feel most at home on Qo'nos, for obvious reasons. I enjoy the background noise (particularly the drinking songs you can hear at the bar). Sleeping in the bloodwine fountain, performing Mokbara on a flaming pillar, climbing to the top of the targ cages and shooting balloons at passing Gorn... what more could you want?
If I had to choose a world that isn't a faction capital, then I'd probably go for Risa, due to the scenery (and because the map is so comically, uselessly huge).
And while we're on the subject of planets... what is the deal with Ruhra Penthe? You can orbit it, but you're not allowed to land on it. No missions take place there. Is it ever going to be used? At the moment, it's a total cockpit-tease.