The one I was always going for is the seashell located in Fayrist. (When I finished the bosses I was always making sure to get one on my way back)
Its located just in the northwest corner of this little map, on the beach. The middle red spot part is the teleport you are getting into by using the sapphire.
Another location, for which you need a Callassa Quest, is here:
Although you need to have the access, it's by far the closest to the city (Liberty Bay, just put on the Helmet of the Deep and jump in, it's right next to the teleport). And the good thing about it is that even when someone opened this one, there are few more just next to it!
/Second pic is taken from Tibiaroyal.com