DragonMech (Goodman Games) is a very unusual, compelling setting. Imagine "Rocks fall, everyone dies" was turned into the premise for a standard D&D setting rather than the a fate reserved PCs. Now imagine it was changed to "rocks fall, everyone dies - with mecha!" and you have the basics. Except it's played straight. Lots of great fluff and crunch in the core book alone, and a nice range of supplements if you're looking for more.
The Iron Kingdoms (Privateer Press) is, as mentioned before, a grim, gritty steampunk setting in every sense of the phrase, although PP doesn't like said phrase.

It has even better fluff than DragonMech, but the crunch is... questionable. Privateer is the true heir to 2e TSR (but with a really fine miniatures game and, presumably, better management): a great setting, beautiful illustration, good writing, a strong (and much better than TSR's) metaplot and, oh, yeah, this is supposed to be a GAME, isn't it?
Mindshadows (Green Ronin) is a nice little softcover peripherally related to the Freeport setting. It's essentially fantasy India in the Kara-Tur/Rokugan tradition of "like the historical setting, but different." It's a very psionics-focused setting that, unfortunately, requires some minor updates to 3.5 due to the much-improved psionics rules, but it's otherwise 3.5-compatible and comes with its own extremely high-quality monster book (Monsters of the Mind).
Nyambe (Atlas Games) is to Africa what Mindshadows is to India or Kara-Tur to the orient - a fantasy veneer with standard D&D races 'gone native.' It's 3.0 and hard to find, and the crunch problems of the Iron Kingdoms are also present here, but like Mindshadows it's a great setting covering something you don't often see.