Out of all the quests I've done so far, the best ones are (ironically) the unmarked ones. Like the Fens Phantom or the one where you wander down the old mine shaft gradually learning about the weird cult. Both are presented in the form of audiologs, which since System Shock 2 has been imho one of the best ways of presenting a story that you can't experience directly. Even though both of them are basically just "go to a place and shoot things on the way", they're much more enjoyable for me.