Hong Kong's is the nicest I have ever been on. The trains are very clean, and they have this lighted subway maps that tell you where you are, where you are going and what side to exit the train. Very slick. Plus, really easy to get to the airport, always a plus.

Moscow has really, really deep subway stations. I read somewhere that the Russian built subway stations in both Moscow and St. Petersburg very deeply in the ground so they could be used as bomb shelters.