I've been to:
Disneyland and Disney Word. Disney World was my favorite, especially MGM studios. I haven't been to Animal Kingdom either.
Universal Hollywood and Orlando/Islands of adventures. IoA is probably my favorite theme park.
Sea World Orlando and San Antonio. Orlando has better exhibits and stuff, but San Antonio has better rides, plus I went to camp there.
Cedar Point: best roller coasters EVER.
Knott's Berry Farm: I liked it when I was little because of the whole Snoopy thing.
Six Flags (New Jersey, Fiesta Texas, Magic Mountain, Mexico): They have great rides, especially Magic Mountain.
Coney Island: Closest to home. There's a cool wooden rollercoaster. It's all ghetto now, unfortunately. They have great hot dogs, though.