Faultline arcs and Laura Lockhart's arc. Dunno if I really need to elaborate on Faultline, but one aspect outside of the arc itself is that you get to see these characters "all grown up" as it were. It feels like they're real comrades of yours with parallel careers.
Man, Laura's arc had me going through an emotional rollercoaster. Just did it for the first time yesterday. I hated the 5th Column and Leon so much when I got to Laura I killed all of them after that (was ghosting then before). Once I got to Leon, I chose to convince him to help me (I really wanted to kill him at this point) and the "on my mark, one, two, three..." Bit of dialogue just made me think "fuck yeah motherfucker" as we killed everyone in that room together. I still hated that dude but that moment is bad ass.
I also like the general atmosphere of Croatoa. Some of the missions kind of sucked to do though.
And yeah, I also agree the Nance/Aldair arcs are awesome! RIP my other self. I really wanted to save you.