I've always found that transit stations easily look much nicer in photographs in person, but those are beautiful anyways. One of my personal faves not pictured is the Drassanes metro station in Barcelona, which looks as if it was designed for a Star Wars set. Obviously not to everyone's taste, however.
Many of the old soviet states have amazing stations - Kiev, Khuzik, Tahkent, all incredible. Germany and Sweden are no slouches either! While NY certainly has its nice stations I cant help but feel cheated looking at some of these, especially putting them side by side with your average NYC subway stop.
Of the shed loads of art deco stations in London, especially in the outer ring, Southgate, Gants Hill, Boston Manor, East Finchley, Swiss Cottage some faves:
My favourite is definitely Canary Wharf - the design is amazing in that it can bring natural light far underground. Makes for a more pleasant platform level experience.
As far as Chinese Metros go - there aren't any beautiful stations here. They're not ugly per se, but functional is about as far as the designs here go.
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"Nothing is too wonderful to be true, if it be consistent with the laws of nature." - Michael Faraday (1791-1867)
That makes it that little bit more awesome imo. Imagine how mysterious it is.
That's City Hall station on the 4/5/6. 6 trains use the loop track after terminating one stop up the line to head back uptown. Tours do happen and once upon a time riders could remain on the train as it went through the loop but I think security measures after 9/11 shut that down.