Here is a list of my favourite courses (that I played at least once) in a few categories:

Best Overall Experience:
Seven Canyons, Sedona, AZ

Best Ocean Courses:
Pelican Hill, Newport Beach, both courses

Best Links:
Bandon Dunes (also 36 holes now)

(Pebble Beach, St. Andrews Old Course tie for second place - I prefer the more spectacular layouts)

Best desert style courses:
Troon North, Greyhawk in Scottsdale and Ventana Canyon in Tucson

Most difficult course:
PGA West Stadium Course

Best mountain courses:
Greywolf, Jasper, Banff Thompson 18 - I will play Silver Tip this August and will probably add it here!

Best central European Course:
Evian in Evian, France

Best courses in Spain:
PGA de Catalunya,
Valderrama

Best in South Africa:
Fancourt (Montague, Outeniqua + Links course), Arabella Estate

Best in Asia:
Blue Canyon courses in Phuket

Australia:
Royal Melbourne, The Pines, Sanctuary Cove, on the Gold Coast

New Zealand:
Waikarea (?) at Taupo (just beautiful lake Taupo)
Paraparamua Beach Links

Best Caribbean:
Hyatt Dorado Beach east course, River and Ocean course at the Westin Rio Mar in Puerto Rico

Best Canadian:
Glen Abbey near Toronto,
Furry Creek, Predator Ridge (difficult and awesome), Westwood Plateau in British Columbia

Best resort course (continental US):
Aviara at the Four Seasons Aviara (good service, inspiring gardening in the whole resort, challenging of the black Palmer tees)

Please feel free to add to this list with courses and new categories or post your own complete list.