I only own a few. I like Barakus a lot because it is easy to run as a mini-campaign and it can be inserted into just about any game world. It has a good combination of storyline, intrigue, problem solving and dungeon delving. I also like the fact that it is designed for low-level characters and has a natural progression to it. It can be used as an open ended setting or run linearly. It is difficult to find interesting low-level modules IMO.
I like Caverns of Thracia for a lot of the same reasons, though it's designed for higher level characters. The setting would also be a little more difficult to fit into an existing gameworld. However, I am a big Judges Guild fan and I love the Wilderlands setting where this module belongs. I have a lot of fond memories of playing the original Thracia 20+ years ago so my opinion may be clouded by that. The Player's Guide to the Wilderlands, while not a module, is an excellent and diverse setting that I highly recommend if you're not familiar with it.
Finally, if you only buy one city module ever, buy City State of the Invincible Overlord. It provides you with a superb framework for a large city that can easily be adapted for a variety of settings. There are enough adventure hooks in this module to last a lifetime. You've gotta fill in the blanks, but that's the fun part.
I've been looking at The Lamentation of Thieves every time I enter a gaming store, but I just haven't purchased it yet. I'm curious to hear what others think about that one.