As player and as a DM:
1) Homebrew
2) Mystara
3) Al Quadim
Although many settings are imaginative, I can read about them. There is nothing like the sensation of discover a setting while playing it. Mystara, GH, and FR are very similar settings, all consist of small variations of the same basic D&D environment. However, Mystara is much more interesting than most. Al Quadim was a refreshing line, I hope that it will be reprinted some time. I also enjoy GH, although mostly for nostalgic reasons. I never played in Birthright but I am very sure that I'll like it. I think I would also like Dark Sun if not by the fact that I hate the idea of mixing magic and psionics. Ravenloft is cool but limited while I found Forgotten Realms unimaginative and poorly designed.