Glan Conwy on the Conwy Valley Line is delightful. Situated right next to the River Conwy, with Snowdonia looming on the horizon, and, if you go to the northern end of the platform, you can see Conwy Castle, as well as some Holyhead services passing by in the distance.
Dolau on the Heart of Wales Line (only a request stop for southbound services) is not just one of my favourite request stops, but also just one of my overall favourite stations. The platform is absolutely covered with various railway-related paraphernalia, including a plaque commemorating a time that the Queen visited the station. The waiting room has a visitor book, and every inch of the walls is covered in old railway photos. North Llanrwst on the Conwy Valley is also nicely decorated, although not to the same extent as Dolau.
The Cambrian Coast Line has loads of request stops, almost all of them have a certain charm to them, but the most interesting ones in my experience are Penhelig, Llanaber and Llandecwyn. Penhelig very much reminds me of the kind of setting you'd see in a model railway layout - a small halt sandwiched between two tunnels on either side and with the line cutting right past the houses and just a stone's throw from the beach. Llanaber and Llandecwyn are even closer to the sea, although in significantly more barren and remote settings.
I have never visited any of the Scottish request stops, so I can't speak from personal experience on them, but Duncraig is the most scenic one I've come across based on the YouTube videos I've seen of it.