I haven't been to a lot of venues (7 by my count, 10 if you count offseasons) but my favorite is the UIC Pavilion in Chicago (Midwest Regional) followed by the DECC in Duluth.
What makes the UIC Pavilion awesome? Let me count the ways:
Bathroom and bubbler (yes, bubbler) are a straight shot up the stairs from the pits
Stadium seating goes down to ground level giving you a nice sitting area and alternate entrance/exit if you happen to have a pit on the edge
Large screen at the back of the Pavilion shows the house stream so you can watch alliance selections and other stuff from the pit
One of the house vendors actually sells good food! (the one of to the right when you enter the main doors)
I'm gonna miss it
Duluth is awesome because of the skywalk system between all the hotels and the DECC. They also had a drink/snack vendor in our hall of pits in 2013. The super high seating in the arena leaves a little to be desired but as I'm normally in the pit it doesn't bother me much. You also get to watch curling!
The venues I've been to include:
U.S. Cellular Arena (Milwaukee, being renamed I believe. The circus seems to come to the venue every single eyar 1-2 weeks before the regional leaving a lingering animal smell in the side halls
)
UIC Pavilion (Chicago)
One of the Twin Cities venues (wherever North Star was in 2010)
The venue at Pitt (3 flights of stairs between the pits and where we sat in the stands. Not one of my favorites!
)
The DECC (Duluth)
Champs in Atlanta (GWCC/GeorgiaDome)
Champs in St. Louis (Edward Jones Dome/America's Center)