Oh, goodness gracious. This is the sort of topic that causes unnecessary fangirling on my part.
First, I shall list the few things I don't like. I shall then attempt to narrow down what I do like into a shortlist.

It took me a while to think of anything in these departments that I disliked - in any of the movies. After some thought, however, I submit the following improvable bits:

The lighting for the cavern of the Stone Table in Aslan's How. This has actually bothered me for a while. The whole "Ignite the Ring of Fire" technique has already been used quite a bit. I wish the design team could have come up with something more original. Of course, when I try to think of something, I have no success. But surely something? Maybe the walls and ceiling could have been covered with/overlayed in many places with a reflective material? Properly placed torches and additional hidden lighting sources would then reflect light all around. Maybe a reflective pool along the walls? Which would also provide the besieged with water.

The hallway of the Magician's House in VDT - I really would have liked to see that more along the lines of the concept art released very early on. The study where Lucy reads the spells is great, and what we saw of the downstairs was fine, but I wish more time had been spent building up suspense on the staircase and in the hallway. Like in the book! I missed that bearded mirror.

The dragon treasure scene, right before Eustace is "Dragonified" would have benefited from being darker and creepier. Perhaps Eustace could have followed a spilled-out trail of treasure into a dank cave? As it is in the movie, the whole scene is too cheerful - despite the skeleton. Buuut their whole plan was to avoid anything creepy.

What I like a lot:
The Captain's cabin aboard the Dawn Treader - the murals are unbelievable! The corner bed is lovely, all the fixtures and furniture are just right, and the portholes are perfect. I would give sooo much to sleep there for one night.

Doctor Cornelius' study in PC is fascinating. I wish we could have seen more of what was in there, and seen more pages in the book Miraz stabbed. I'm sure the set decorators, painstaking as they are, illustrated more then that main painting!

Mr. Tumnus' house in LWW is the Narnian equivalent of a Hobbit house. I love the oddly-shaped bookshelves and whimsical book titles. The slight English period feel to the furniture adds the right homey atmosphere to the little cave, and friendly nooks invite peeking around corners. It quite captured the feel from the book, actually.

Well, I must cut myself off and go to bed.

I shall have to browse through the films again before commenting on the lighting and atmosphere, but for now...

Design
I loved pretty much all of the sets in LWW, but my favourite would have to be Professor Kirke's mansion. The look and feel of the house fits the picture I had in my mind perfectly. I have to say, though, I didn't particularly like the inside of the White Witch's castle. It's impressive looking I suppose, but it never felt like a place where someone could actually live, so much as a conversation piece (like the ice hotels in Norway or Canada). Pretty to look at, wholly impractical to make a permanent fixture.

PC was all right, I suppose, but nothing had the Wow factor that LWW had. Also, as Adeona mentioned, the fire-ring has been way over done. The best set was the ruined Cair, in that it carried the most weight.

VDT's sets were pretty all right, especially the Dawn Treader herself--I could go on about that ship for hours. I was a bit disappointed in Narrowhaven, as it was too ordinary, and in Ramandu's Island, as it was too blue to be anything else.

LWW i think it had good lighting but some was plane and flat the sets look real and well done.

PC Great lighting! It was so rich and colorful, and lots of variations. the sets are good I think the town in the last bit was to clean and new

VDT the lighting ahh! Its sunny all the time when there out at sea and when it goes all dark and stuff it stays that way and then back in the sun to much light or dark. the sets are fine though.

My goodness, the scene with the hag, the werewolf and Nikkabrik under Aslan's How was a bit underwhelming in places. For one, the room was far too 'open' and large and secondly, it was too well-lit. I don't know what book they read but PC wasn't it. There wasn't a lot of suspense in this scene and it should've been phenomenal. The actual character interactions were well-done though but again, watered-down.