My favourite place to go is Celtic Park. Great stadium, great atmosphere, both sets of supporters singing You'll Never Walk Alone. I've been there twice now, and I'd jump at the chance to go again. Wouldn't mind getting Rangers in the CL this year to see how that compares.
In England I've been to loads, including most Premiership grounds. I like St. James Park, but didn't like Bramall Lane too much, especially when things kicked off afterwards. I hate the lego stadiums like the Riverside, and I hope our new stadiums not like that if we do eventually build one.
Not sure if finals really count as away games but Cardiff is boss. Been there loads of times now, and it's always a great day out, and a fantastic stadium. Istanbul was amazing, but the stadium was shite and miles away from everything. Terrible place for the European Cup final.