It depends, on one hand there is a theme I prefer for TF2 pubs and nostalgic feelings and the other I prefer for competitive play and clarity
Badlands, badwater, dustbowl have good themes for nostalgic reasons, the color scheme reminds me of Quake. I think it looks quite bad in scenarious outside of pubs though and I know it's not a color scheme I want to look at for a longer period of time.
Product, sunshine and gorge have the best theme for competitive clarity, each side is team colored and the ground is a neutral green and the sky is clear
Industrial night is perhaps one of the most boring and depressing themes ever, perhaps you Americans love metalworks because you get more than 6 hours of sun every day of the year but as a Swede it just feels shit innit, why the fuck I wanna be reminded of my work that starts at 7 am on a Saturday??
Snowy themes can be good but a lot of them feels kinda meh, I remember a friend of mine working on a snowy map that would have an old viking like theme and I really liked running around on that map, TF2 doesn't have a good enough graphical engine to do snow maps justice IMO
Desert theme is like the dust and bad maps, ok in pubs and for nostalgic reasons but pretty bad outside of that