I began my D&D experiences with 2e. Therefore, I have a fondness for the 2e campaign settings, especially Planescape and Dark Sun. I like Spelljammer too, but it's more for Rock of Bral than anything else. Bral rocks!
I've never played in those settings, however. I love them for the stories they tell. It's the same with Ravenloft and Dragonlance. I like the novels and background material more than the roleplaying aspects. Still, the 3e Dragonlance book (and the Bestiary) are now staples of my RPG library.
I've played in Greyhawk, the Realms, and Eberron. Of those three, Greyhawk is my favorite. I love the 1e/2e version of the Realms for the expansive background material created for it (and I love boxed sets). I played a one-shot set in Eberron and immediately became intrigued by Sharn.
However, more often than not, I use Realms and Eberron material for my own homebrewed campaign setting,
World of Kulan. I've incorporated both Waterdeep and Sharn into it as well as regions inspired by Al-Qadim, The Horde, and Kara-Tur. Plus, tons of the Eberron material is going to be "Kulanized" at some point.
Kulan is the setting I DM. It was for 2e, and it is now (and forever will remain) a v.3.5 setting. (I've ran the Shackled City Adventure Path in it and will run the Savage Tide AP in it, at some point, too.)
It is influenced by 2e and by 3.5e and by the d20 system. I've put Destan's Valus on it. Green Ronin's Freeport. The Wilderlands' City State of the Invincible Overlord. Pathfinder's Korvosa. Necromancer Games' Bard's Gate. A shoehorned version of Parma from the Twin Crowns setting. Redhurst. Hollowfaust and Shelzar from the Scarred Lands. Etc.
Since I love the 2e settings, I've incorporated tons of that material into Kulan and its cosmology over the years. (Sigil. Tyr. The deities from On Hallowed Ground.) Of course, I've melded this material into v.3.5 when required, which is a wonderful chore that I will always have a passion for.
I don't think there is a D&D World that I've hated. ever. I don't love Birthright but I like its backstory. I love Lankhmar... so much so that I went out and found a copy of all of Leiber's books, and I've now read them all.
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OMG!!! I almost forgot Mystara! Holy crap! The races and creatures for that setting have become vital to Kulan. Rakasta, Tortles, Lupins, Nagpas, etc.
Plus, the Isle of Dread and The Lost City. Two key locales in my old 2e campaign.
Favorite D&D setting (to read): 2e Planescape (2e Dark Sun is a close second). The Realms (1e/2e or 3e) comes third.
Favorite D&D setting (to play): That's a tough one. I think it has to be Greyhawk. If I was invited to play in a 3e Greyhawk game, I'd join in a second. (I'd likely join a Pathfinder or 4e Greyhawk game too.)
Favorite D&D setting (to steal from): All of them.
Favorite D&D setting (to DM): World of Kulan.
Favorite OGL setting: Freeport.
Favorite 3e setting discovered online (to read): Sepulchrave's Wyre. PirateCat's Defenders of Daybreak was a close second. (I think it's finished now.)
Favorite 3e setting discovered online (to steal from): the Jester's Cydra, which he's now converted to 4e.
Favorite non-D&D setting: Skyrealms of Jorune.