Eurostar from either Paris or Brussels to London, travelling First Class, when they serve dinner with an excellent champagne and a good quality wine. (I've not done it as often recently as I used to, when I worked for the railways and got cheap tickets, but I still managed to treat myself just once last year).
sadly, my favourite journey no longer exists. Vancouver to Nelson in British Columbia via the Kettle Valley Railway, said to have been the most expensive railway (mile for mile) ever built.