I've been to Shinjuku in the evening peak, and it's an awesome sight. The main JR station hall has people appearing from and disappearing towards every possible direction, yet it appears like one elaborately choreographed ballet, with a chorus of the usual Tokyo station sounds: a low murmur, station melodies on departing trains, and the constant two-tone beep of the disabled exits. Incredibly, it was also very easy to navigate, even though I was looking for an obscure shop some distance away!
I worked for a client that had an office overlooking Zürich HB, and it's choreography of a different sort: this time, it the trains and not the people. Even though there's now a through tunnel, it's still primarily a terminus, and the train movements are huge, precise and carefully synchronised - Swiss timing at its best. Excellent pretzels from the stall next to the back exit, too
NY Penn station is weird. It's a station buried beneath a shopping mall buried beneath an arena, layers of the city massing up like something out of Futurama. Arriving there off the train from Newark is like being thrust straight into the heart of the city - grimy, hidden and centuries old when you arrive, up to shops and pizza, and straight out onto 7th Avenue.
Toronto Union station is utterly unmemorable.
Paris-Nord used to be the grubby little station I used when going into the city from Amiens, serving primarily the less salubrious northern suburbs (the extra-muros ones the Parisians don't like to talk about) and located in one of the seedier parts of town. You came here only to move on - it was never a Paris-Lyon with its wonderful buffet. These days though, it's different: you can wait in a crappy little underseated waiting room before heading to London as well. My favourite bit is the never-ending passageway through the main RER station to La Chapelle metro (a little known and handy link if you're headed up on line 2) - an ill-advised mix of shops, disturbingly well frequented cafés and dark, hidden underground corners, renovated optimistically but never successfully every few years.
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There are other more interesting stations you could put in that list: LA Union Station, a wonderful piece of Latin-style 30s elegance, in the city where car is king. Chicago Union, once the centre of a continent's railways, still a place where you can reach all corners of a vast country. Moscow Yaroslavskaya, start of the epic transcontinental railways, engulfed by a chaotic market. Mumbai CST, where you can fight for your place hanging on the outside of the suburban electrics (they really are the best spots) or find your name on the list on the carriage of the few long-distance trains that are important enough to make it in through the suburbs. Venice SL, where you can emerge, bleary eyed, from a sleeper and stumble out right on to the Grand Canal. Vienna Westbahnhof, whose destination list reads like a cold war thriller. Warszawa Centralna, which feels like you're in a cold war thriller. Istanbul Sirkeci, where the only way to continue your journey, for now, is to catch a ferry to another continent. I could go on!