As far as my favorite, the only stadium I've been to that still is in existence, is BOA Stadium in Charlotte. Good place, but it's always overrun with opposing team fans. I've been to Fulton County Stadium, but it's been gone for years.
If you want to count NASCAR tracks as stadiums, I've been to Rockingham, Darlington, and Charlotte.
Never been but my favorite stadium of all time is:
http://www.youtube.com/watch?v=VQyNYq1gHFM I lived nearby for two years when I was a wee lad, but I never made it there to a game. Too late now.
