Books

Core & Complete Handbooks And The Collection of Campaign Books: 

Forgotten Realms: 
The Core Realms: The main section of the Realms is intended to be a generic *D&D world. It has many similarities to medieval Earth. It also has enormous cities, many countries with foreign flavors, hordes of NPC's, and more room to maneuver than you'll ever need. There are also wild magic and dead magic zones, where magic can surge in power (and unpredictability) or not work at all. There are also a lot of supplements out for the core Realms, and a lot more on the way. 
Al-Qadim: This setting is located far to the south of the core Realms, but can easily be placed on any campaign world. It encompasses the genre of the Arabian Nights, with djinn, magic lamps, Sinbad-like sailors, emirs, and the ever-present Hand of Fate. It is intended that players in Al-Qadim use Al-Qadim characters, but it is possible to take "normal" characters into the Al-Qadim setting. 
Kara-Tur: This setting is located far to the southeast of the core Realms, but like Al-Qadim, may be transported anywhere. It is an "oriental" setting, with much of the flavor of ancient China, Japan, and Mongolia. There are martial arts, intrigue, highly civilized areas, family honor, and wild horse-folk. It is intended for use with oriental characters, but "normal" characters can easily be worked in. 
Maztica: This setting is located far to the west of the core realms and, unlike the previous settings, can only be reached via a long sea voyage. It is meant to represent the Americas during the time of the Spanish conquistadors. While it is possible to play a "conqueror" from the core realms, it is intended that native characters be created. This setting has its own unique magic variant, which not only changes the way priests and wizards operate, but many warriors as well. 

DragonLance: 
The world of Krynn is fairly well-known, through the series of novels and modules which started it. Gold has little or no value there, as the world is on a steel standard. Clerics are relatively unheard of, as well, because the main focus for the world is the ongoing battle between the deities Takhesis and Paladine; other "normal" deities have been pretty much forgotten. In addition, as the name might suggest, dragons are more active here than elsewhere, as they are strongly polarized on the Takhesis-Paladine battle. There are also several time periods to adventure in; the time of the War of the Lance is only one. 

Spelljammer: 
In a nutshell, Spelljammer is *D&D in outer space, but in more of the swashbuckler pirate genre than a hard science fiction one. Many of the typical *D&D races of characters and villains are present, but many behave very differently from any you may have met before. In addition, Spelljammer may include adventuring on many of the other published game worlds, as spelljammers visit almost all of them from time to time. 

Ravenloft: 
Ravenloft is a world of gothic horror. It is located in the Demiplane of Dread, and fairly reeks of evil. Many who go there are corrupted and never return. Some new mechanics are fear and horror checks. A failed fear check involves running in abject terror. A failed horror check, well, lets just not talk about that right now. The mists of Ravenloft often gather up unwary travellers and take them to the demiplane, from whence half the fun is trying to find an exit which supposedly doesn't even exist. 
Masque of the Red Death: This setting is based on Ravenloft, but with a twist; it is set in the equivalent of the Victorian-era--but in a world where magic has existed since the very dawn of time. There is a much higher technology level than most *D&D worlds, and like Ravenloft, terror is everywhere, now aided by the after-effects of the Industrial Revolution. Every time a character casts a spell, that character is drawn a step closer to the "Red Death," a powerful force of evil in this world. However, "Masque..." is technically a separate game from *D&D which happens to use the Ravenloft rules. Therefore it is not intended to be a place that "normal" *D&D characters visit. Not that that will stop many DM's from having them do so anyway... 

Dark Sun: 
Athas is a metal-poor desert world, which by itself makes life quite a challenge. Add to that the fact that almost everyone on the planet has some degree of psionic ability, and you get a pretty lethal world. Also, clerics are different from usual, in that they are either templars who are granted spells by their sorcerer-kings or clerics who gain spells by worshipping the elements around them. Mages, too, are changed; all magic is powered directly by the life force of the world around them, which tends to be a detriment to the continued existence of any plants and animals in the area. 

Greyhawk: 
Greyhawk was the first widely-known campaign world. Flip through the PH or DMG--most of the named spells and magic items originated in Greyhawk. Until recently, the world was essentially a general, multi- fantasy-genre world, similar in that way to the Forgotten Realms, but with its own very distinct flavor. Recent supplements, however, have turned the world into a war-torn pile of smoking rubble, where basic survival is much more difficult than before the wars. Most Greyhawk players set their campaigns long before the wars. Since most of the modules published before the arrival of Forgotten Realms and DragonLance are actually set in Greyhawk, there is a wealth of information out there for gaming purposes. 

Planescape: 
This is basically the 2nd ed. revamp of the Manual of the Planes, but it is much more than that, as well. This setting is designed for entire campaigns run on the planes themselves, with all the interesting beings that may involve. Characters may belong to any of a number of factions, which interact in a similar way to secret societies in Paranoia. Adventures are typically set in Sigil, an enormous city in the neutral center of the planes, and involve visits to one or more of the other planes. It also comes with its own lingo, so if you hear the occasional "cutter" (someone in the know) or "berk" (someone not in the know) comments, you'll know where they're from. 

Mystara:
Mystara is the world which used to be the setting of Basic D&D, now altered to fit the AD&D rules. Like the Realms and Greyhawk, it is a general high fantasy world with an individual flair. It is unique from the other worlds in that several of its supplements also come with audio CD's for sound effects and storytelling.

Council of Wyrms:
Ever wanted to have a dragon PC? Well, now's your chance. This campaign setting is located on a remote group of islands where dragons and half-dragons reign supreme, and the other races are minor players.

Birthright:
In this setting, the players are characters of noble birth. They must deal with intrigue, spying, wars, the occasional adventure, and succession to the throne. Special powerful magic spells whose power is drawn from the land one controls as well as the possibility of magical traits caused by royal bloodlines are also thrown into the mix. It seems to be a mix of "normal" *D&D, tabletop miniature wargaming, and Diplomacy.