In London, I'd have to go for St. Pancras because of its all-out grandeur and fabulous roof, although I do feel it's a bit empty up where the Eurostars are - especially seeing as you can't get up close to them properly - the glass walls make it seem a little impersonal. However, the trainshed and Midland Hotel make minor things like that easy to forgive (having said that, I'm only counting the old section as St. Pancras. EMT's area is awful!).
I also love Marylebone - it feels so quiet and civilised, and with the arrival of WSMR has some of the most interesting trains on the network. Marylebone feels almost personal as a station - it's welcoming.
Outside of London, I'd have to go for York - at least it still has regular loco-hauled trains, and the station has a great old-fashioned feel. I enjoyed Shrewsbury station too - even if it seems run-down in some places. As has already been mentioned, the semaphores and signal box take some beating!
Plenty of other smaller stations are nice too - Chalfont & Latimer on Chiltern's Aylesbury line springs to mind, but for a
proper country station only a preserved line can hope to compete - Quorn & Woodhouse, Horsted Keynes, and Arley/Hampton Loade stations are all wonderful, especially the last two during the SVR's all-night gala
.
EDIT: I've just remembered Ribblehead station, which I only first saw a few weeks ago - it was dusk after a sunny day, and freezing cold with a strong wind, but the cold just added to the incredible atmosphere of the place.