Out of the official D&D worlds it's Cerilia by a wide margin.
1. Cerilia. The only official D&D setting that feels "real". There are a couple things I don't like (mainly the pantheon), but overall it's a great setting even without blooded characters.
2a. Athas. Athas is just cool, though I drop the psionics.
2b. Ansalon. A lot of wang stuff, but I like a world with rich history.
3. Faerun. You can be anything you choose, but the extremely high level of magic drops it down from a clear-cut #2 down to 3rd.
If we include non-D&D settings both Mythic Earth (Ars Magica) and Harn are great settings that really give Cerilia a run for its money.