I've rolled in a few different settings, the first obviously being a rave. Rave I find are always a blast, I definitely prefer a smaller rave in a small venue with local DJ's playing, to me that's a rave.
I've also rolled at a music festival before, that was a blast! I have never felt so in tune with so many people, everyone was so nice and it really felt like a community was set up for 3 days.
I've also rolled in a nice chills house settings, the most memorable being when I rolled with my two close friends (only one of them was rolling) and we just chilled listening to music being complete idiots and enjoying each others company, it was a powerful experience that I believe brought us closer.
More recently I rolled at a house party, in fact it was at my house! It mostly consisted of my brothers friends most of them were complete strangers. By the end of the night I felt like I've known them all for years, my social awkwardness was not an issue (I'm normally quiet around new people, not shy just not sure what to say). I felt beyond amazing, since my brother is that classic "popular" guy all his friends are also from that crowd, they kept calling me "a legend" whenever I chose a new wicked song to play which of course made me feel that way! It was nice that I had two good friends of mine there to roll with as well once the party died down, we had a blast.
And one of my favorite rolls, myself and the same two friends from the chill house roll went downtown Vancouver to English Bay and rolled on the beach on a nice sunny summer day. The ocean was just great, the sights where indescribable (ocean, mountains), and all the people around not knowing we were rolling face almost seemed to make it better. I would really recommend rolling at the beach if you can handle yourself in public.
So my list would be as follows: Tied for #1 Festival/Beach, Tied for #2 chill house/rave/house party.