The best baklava in Turkey comes from the southeast, notably the town of Gaziantep, which is surrounded by pistachio groves and known for its master baklava makers.  Traditionally it would be made with yufka, which is a super-fine dough rather like filo, and baked in a round dish called a tepsi in a wood-fired oven.  There are all kinds of different baklava shapes - layered, rolled, twisted and coiled - and it can of course be made with different nuts - walnuts, pistachios and hazelnuts being most common.  For added flavour use honey instead of some or all of the sugar.