Planescape is my favorite, particularly centered around Sigil with its “philosophers with clubs” and any door could take you to a place either mundane or insane.
It also gives me the advantage of “checking” up on Primes like Forgotten Realms from time to time.
I did like Nentir Vale, not that I know much of the rest of the world that it was in. I liked the gritty feeling and no large cities to get all sorts of things from. The points of light in a hostile world. I tend to play in the realms and it is fine, but not getting the same feel.
Greyhawk, because of the lore. While most of the lore would be considered "generic" by modern standards, Greyhawk is the reason for a lot of those generic archetypes.
I love Planscapes's factions, Ravenloft's domains and darklord's set up (breaking up the Core in 5e really annoyed me), and Dragonlance's Wizards of High Sorcery and the draconians. Also Lord Soth.
Of published settings, Dark Sun's apocalyptic world - a man-made desert where everything is trying to kill you, created by greed and hubris that is teetering on the brink of collapse.
I would have said Ravenloft for the gothic horror elements, but honestly I only really like I6.
It’s one unique thing? Magical power is inextricably tied to the land and its people and you can use that power if you have inherited the bloodline of the gods because one of your ancestors (or someone who bequeathed their bloodline to you) was present when the gods died.