Planescape. Because it's unique, dark, a little more mature and grey-scaled (despite its emphasis on alignments), pseudo-philosophical, with lots of intrigue, a bit steampunk-y and it offers lots of different possibilities without feeling as cobbled together as the Forgotten Realms ("This morning I fell into the latrine pit and guess what, I discovered the ruins of an ancient kingdom beneath it, swarming with monstrous armies and supervillains that plot to take over the world and/or destroy the universe!" - "Oh yeah? I had the very same problem only two weeks ago. Nasty buggers." - Not that this couldn't happen in Planescape, but at least dimensional travelling would be involved. ;) ) Oh, and artwork by Tony DiTerlizzi. :)
My second favorite setting is Ravenloft, and Dark Sun seems interesting too, but I've never really been into it.
Post edited December 05, 2011 by Leroux