Can't say that there are any house I can think of that can rival Lady Grey's mansion. None of the houses I've seen look that great. The only difference is that the prices are much higher when you go into different towns.
''They say truth is the first casualty of war. But who defines what's true? Truth is just a matter of perspective. The duty of every soldier is to protect the innocent, and sometimes that means preserving the lie of good and evil, that war isn't just natural selection played out on a grand scale. The only truth I found is that the world we live in is a giant tinderbox. All it takes...is someone to light the match" - Captain Price
You can always kill the owner of a house you think looks snazzy. I did that in Oakvale a couple of times. That's a good way to get some awesome looking houses for free.
My favorite is the on Hook coast too, also, like the the others said, you can kill people then buy their houses. I own every house in Albion besides the ones in Bowerstone south and North, even all the taverns and shops.