lets take the resident evil series for instant, and see how the levels' structure and setting affect the immersion into gameplay. i personally found much of the mansion-type levels (re1, veronica, re0) to lose their interest faster because of all the boring furniture, familiar puzzles, and overused old building = creepy vibes idea. next would be the cavern, sewer, bland outdoor settings - which usually don't have the detail of the prior theme. the lab levels are all basically too similar to care for as well.
here are my favorite:
urban settings rife with chaotic debris
police stations never get old
hospitals, but not asylums (cliche)
the villages from RE4 were wonderful