Once you reach a certain size most can feel a bit like an aircraft hanger (Manchester's O2 Victoria Warehouse is the best one of them that I've been to). Leaving aside somewhere like Glastonbury as it's all about the setting, I'll go with:
The Royal Court in Liverpool - it's small enough that, wherever you are you get a great view of the stage. It's where I've probably seen most bands too: Rage Against the Machine, Cypress Hill, The Fields of the Nephilim, Robert Plant, Stiff Little Fingers, etc, etc. So, yes, nostalgia likely plays a role.