[Gatalis]

I'd say my favorite is the Moonsea Regions east of Zhentil Keep.

It's pretty much the wild west... but with peasants and orcs. Towns not lasting more than a decade kinda stuff (that's where Shea is from, anyways).

I'm also a big fan of the Great Rift (Gold dwarves are where it's at!)

[Bishop Edward]

I've found that I've got about half my active characters from Thay (Hazlok/Autorian), half from Waterdeep (Drake/Archibald); I generally also end up playing at least one character from either location on about every server I've ever played on for any reasonable length of time.

Cormyr is probably my third favorite FR nation-state, though I rarely play characters from there... I may try one here one day, {Going for the super-rare Purple Dragon Knight for RP reasons as we can all agree it's a pretty U.P. class in general}

[Bertram Anders]

I like Icewind Dale, the Sword Coast (mostly Luskan), and Thay.