Belsavis, hands down.
Why: Each of the stories I have done so far (Agent, Consular, Inquisitor) have tied into the overarching story on Belsavis and each gives a unique point of view into it and (sometimes very galaxy-shattering) revelations that go further to explain it and elaborate on it.
I was particularly floored by the Inquisitor one. Great story, great reveal.
This is actually a great point. Belsavis has a fantastic story. Bioware did a great job tying in the planet arc in subtle or overt ways with each class (at least the ones I've done so far). Would love to see more like this.