The best Palace in Persona 5 is going to be a subjective answer that will differ from player to player. I will give you my answers, though, for which is the best Palace. I do not have a favorite because I will note that it is easier to find the worst Palaces than it is the best ones. Overall, I think that the best Palace in the entire game is the very first one that you do. The game starts strong with a very personal and emotional storyline that is matched by an equally strong dungeon and villain. I think that Persona 5 peaks early on with the first Palace which is Kamoshida’s. That said, strangely enough, the second-best one in my opinion is the newest one with Maruki’s Palace in Royal. It is much for the same reasons as having an emotionally-driven area with only a few party members most of the time and a generally great design. A runner-up would be Niijima’s casino Palace with its intuitive layout and the best Palace music from Futaba’s Palace.