RAVENLOFT! ‘Nuff said!
I am a fan of all things terror and Ravenloft appeals to my love of spooky things. The Gothic setting with all its hidden and not so hidden horrors is great if your party takes things seriously and is not joking around all the time. Nothing to ruin a good session like someone faking farting sounds and blaming Count Von Zarovich!
Second place is DragonLance. I have never played in this setting, though, but I have read all the novels, core or not, and I absolutely love the sense of camaraderie and adventure they portray. I am thinking of looking for a group (roll20.net, maybe?) to play online 🙂