We present a participant study that compares biological data exploration tasks using volume renderings of laser confocal microscopy data across three environments that vary in level of immersion: a desktop, fishtank, and cave system. For the tasks, data, and visualization approach used in our study, we found that subjects qualitatively preferred and quantitatively performed better in the cave compared with the fishtank and desktop. Subjects performed real-world biological data analysis tasks that emphasized understanding spatial relationships including characterizing the general features in a volume, identifying colocated features, and reporting geometric relationships such as whether clusters of cells were coplanar. After analyzing data in each environment, subjects were asked to choose which environment they wanted to analyze additional data sets in - subjects uniformly selected the cave environment.