Crescent Moon Village and it's not even close. It has the best music and a good theme aned.... uh.... yeah it's been a hot minute since I played WL4 to completion. All I remember is that it was my favorite stage. I need to replay it, I always stop at Pinball Zone (I hate that stage).
Also fun fact: It was the first stage I went into when I played the game for the first time (after Hall of Hieroglyphs obviously). I was like "hmm.... really cool that the first stage is a haunted village instead of some generic grass or beach level ". Then I did the Emerald Passage next and everything made a lot more sense.