Classic Modules...
Basic D&D- B2 The Keep On The Borderlands
1st Edition- The Tomb Of Horrors (by far the best), The Lost Caverns of Tsocanth (another excellent module), White Plume Mountain, The GDQ series and of course Castle Ravenloft.
2nd Edition- Id go with "The Night Below", "Rod Of Seven Parts" and the "Return To The Tomb Of Horrors" boxed sets.
2nd Edition Ravenloft- "Feast Of Goblyns" (Excellent), "From The Shadows", and "Roots Of Evil".
2nd Edition PlaneScape- "The Eternal Boundary" (possibly the best starting module since B2)
3rd Edition so far- "The Sunless Citadel and " and currently "The Raiders Of Galath's Roost" - Skip Williams, Dungeon Magazine #87
***LATE EDIT- the above is based on experience and fun factors. Ive been playing D&D for about 20 years.