XI was definetly one of the most detailed and beautiful game worlds I've ever seen... Most other games I can't help but feel like they were built to be convinent to the player as a priority rather then building them to be an actual world.
I remember reading an article with one of the designers/creators of FFXI and he said they originally mapped the zones of Vana'diel as if the game were originally meant for a single player game, which for example, is why they made Beaucedine and Xarcabard have so many lengthy cliffs and trenches, so it builds up anticipation and to some degree anxiety for the trials ahead when you reach Fei'Yin or Castle Zvhal Baileys.