Of the themed coasters I've seen (granted not too many) I'd have to go with these for a two-way tie:
Dueling Dragons and Big Thunder Mountain Railroad.
Great stations, queues, and ride (either the coaster itself or the theming inside it). True, Dragons doesn't have so much, but remember, the ride is still quite new and it takes time to really get that put together.
A non-coaster nominee: the Jurassic Park River Ride at IOA - superb again, and a fun ride as well.
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Po!nt of View: A different look at Roller Coasters.
http://www.crosswinds.net/~justmayntz/thrills/index.html