Tyrants of Saggakar (obviously), as it is my own baby: it includes a lot of themes close to my heart in general: the shades of grey, the goal-driven politics, the need-driven policies, and the freedom to rise above the easy and obvious path. The ability to choose is really at the heart of my enthusiasm for it.
If I have to answer a setting created by someone else, I would lean towards Dark Sun or Dragonlance... Hummm not an easy one. I would have to say Dark Sun. Unlike Saggakar, the villains in charge of Dark Sun are CLEARLY overpowered and most do not mingle directly with their population. That they are dragon-kings helps.
Plus, the environment in Dark Sun is merciless, making everything more interesting. Having been to a desert long after I played Dark Sun, I now have a new and better understanding of the harshness of Dark Sun. Scary.