It has come to my attention that I have made a terrible error.
In my original post, I listed (in order) Planescape, Dragonstar, and Eberron.
Because it was not D&D, I forgot a very important setting: Star*Drive.
The best aliens I have seen in any game setting or even any non-gaming science-fiction-- fleshed out in novels, Dragon articles, and numerous supplements. Each of them is clearly alien and distinct from humanity, but they are also each understandable and accessible as player characters.
Intrigue between the Stellar Nations. You have the Concord, which tries to keep the peace, but even their enormous resources can be stretched thin at times. You have ruthless corporatists, an empire of eugenicists, religious fanatics, digital spiritualists, and cyber-communists. Any and all of these nations may switch allegiances at any time, to further their own diverse, compelling, and dramatic goals.
Endless adventure opportunities in the Verge. Colonizing new worlds, resisting the influence of the Stellar Nations, avoiding (or embracing) the criminal syndicates... and living in fear of the constant threat presented by the Externals.
With precious few exceptions, the Campaign Setting book itself and nearly all of the supplements where wholly fluff, detailing new locations, new personalities, new facets of the setting... truly incredible.
So... I have to reorder my list:
1) Planescape.
2) Star*Drive.
3) Tie: Dragonstar and Eberron.