Well, for as long as I remember I've loved the Planescape setting. Planescape is a Dungeons and Dragons campaign. The completely awesome computer game, Planescape: Torment is what introduced it to me. The city of Sigil, the setting of Torment, is really unique and interesting.
http://mimir.net is a cool site with info on Planescape.
I haven't really had the urge to go find information on Planescape 'til now. So if anyone knows any other good sites, please tell. I probably haven't because I haven't played D&D in so long. =\
I miss playing.
One of the things I love about Planescape, is how like the name suggests, it makes use of the planes. Adventures don't mainly happen on the Material plane like in most campaigns.
If you like D&D, I highly suggest both taking a look at the campaign, and getting Planescape: Torment. Sadly, the game is out of print, so it's kinda hard to get. I wish I didn't lose my CDs.