For me, I think I have to say it's the underground snow/ice biome. I just love the general atmosphere, and the music, and the enemies, and the gear. It feels like the lightest and calmest out of all the underground biomes (even the Hallow). I love exploring it.
I'm curious; why do you have the underground desert and ice lumped together into one choice? That seems kind of odd, as they're not really similar (honestly, the underground desert is probably one of my least favorite biomes).