Rate the ones you've experienced.

My favorite: Mexico City, it's very cheap, the platforms are quite clean, modern subway cars, and some of the stations have all sorts of nifty archaeological treasures found during the excavations.

A close second would be Montreal, it's a 1960's period-piece, but one that's aged very well.

Most character-full: New York and London, all sorts of interesting characters, confusing routing for the express / locals in NYC, and so much a part of the city.

Worst: Frankfurt. Pricey, not air-conditioned, and generally ugly, shabby stations. Announcements in German, you'd think that for an international city that there would also be English language announcements.