Another favorite is to see the clouds drifting through the mountains in summer, white wisps tucked away between peaks such that you'd never know it was there until you rounded the corner and found rain.
Twilight and gloaming also have a strange appeal, because that's when real life seems surreal, everything washed in semi-light that makes it seem like anything could be hidden in the corners, from elves to spies.
And of course, I've always wanted to use a tropical island as a backdrop to a story, because then I'd have to go and do research. Oh, horror...
What's your favorite natural setting? Is there a setting you'd love to see in a book? One you'd love to experience in real life?