1-Planescape
2-Dragonlance
3-Dark Sun
4-Birthright
5-Forgotten Realms
Pretty much in that order. Al-Qadim was awesome too. The main settings I didn't care for were Spelljammer, Greyhawk, and Ravenloft. And with Ravenloft, I thought the setting was cool. I could just never find players willing to play in it.
Birthright I'd almost put as #2, what with the "feel" of the world. It clicked in a way the others didn't. however, I didn't get a lot of chances to play in it, so all I can go by is how much I loved the source material.
Midnight has to go somewhere in there as well. It's my favourite non-WotC setting.
And Swashbuckling Adventures/7th Sea. One of the best moments in gaming (for me) in the last several years was the first time the players participated in a ship to ship battle with pirates, swinging from one ship's deck to the other, raiding the gun deck, tripping people off the ship, to let them fall and be crunched between the two hulls, etc.
That campaign had an entirely different flavour than regular D&D.
Banshee