I like the usual suspects: Middle Earth, Hyborian Age, Westeros, as well as a few more obscure worlds:
– The land of Legend: this is the setting for the Dragon Warriors role playing game. A very dark, gritty and realistic* world. Nice for skirmish games if gangs of hald-starved, filthy, ne’er-do-Wells are your thing.
*Realistic in the sense that magic is rare and low powered, and non-human races are very rare.
– Harkuna: another setting by Dave Morris (who also did DW above): more or less the complete opposite of Legend in that it is very high magic. D&D style nonhuman are conspicuous in their absence, but there are other nonhuman races.
And I also dig Planescape. Very different, and I loved the art in the setting books.
Those are brave men knocking at our door. Let's go kill them!