That's an easy one.Dark Sun. Original Campaign Setting box. My all-time favorite D&D setting. It was weird and wild and dangerous. Evocative of the science-fantasy stories I love. Psionics even for the plants and everything...everything is desperately trying to kill you. Also, the world is doomed. The bad guys won a few centuries ago. Good luck.
I'm familiar with the World of Greyhawk campaign setting but have never heard of City of Greyhawk. When was the latter released? For which edition of D&D?
for some reason I could never really get into Planescape. Maybe at the time it was just too weird to me or something...The Planescape Boxed Set. It took my gaming in a whole new direction and opened up so much possibility. After that, I'd have to go with Dark Sun, with the OG Ravenloft boxed set following on.

(Dungeons & Dragons)
Rulebook featuring "high magic" options, including a host of new spells.