This is quite a difficult question. This boils down to a lot of factors.

But for me my first choice became the african desert wars.

Iconic leaders on both sides, some really iconic vehicles as well, all the way from the light Vickers tanks to the fearsome Tiger I. And who can ignore the stylish tropical helmets/sunhats?
And it was also a pretty “fair” part of WWII as well, as it mainly was fought in less populated areas so there was less civilian suffering than for example the eastern front, as well as the troops having a bit of respect for each other as human beings.

And from a gameplay perspective the african theatre gives you a pretty good choice of forces to choose from as well.

The desert terrain has a distinctive look and feel as well.

But there are many interesting theatres out there. I'm already planing for another one, since my desert forces are of a size for a decent game by now and I just add small thing I like by now. My next one is going to be the new guinea based one, pretty much the opposite from where I am today in most aspects.

And naturally there is always the late western european theatre as well. And the possibility of an eastern front tankwar bit as well...
(In my gaminggroup we build theatres rather than armies, so I have built both sides of the desert forces and we have for example an generic eastern front and an Guadalcanal force, and this has worked really well from a balance perspective.)