Stardust is my favorite because it has the most interesting gimmick in the form of its splitting enemies. Meanwhile, Nebula and Vortex are completely boring to fight, but at least they don't suffer from the absolutely atrocious game design decisions that went into Solar, which is my least favorite by far.
I've argued in plenty of other places about why the Solar Pillar's gimmicks (specifically the Crawltipedes and Selenians) are terribly designed, but basically they're unfair, horribly telegraphed, way too punishing, and altogether just really badly implemented. It isn't even that the Solar Pillar is the hardest, since once you figure out its gimmicks it's quite easy to deal with, but by the time you figure out said gimmicks you'll have already died to them several times, if you ever figure them out at all. Which is not a good way to design a game.
If you wanna see a little more about my argument against the Selenians' mechanic specifically, there's a link in my signature that leads to a suggestion thread I made a while back proposing ways to improve it. The Crawltipedes' gimmick is also pretty badly designed but the Selenians are on a whole other level of bad ideas.