Depending on how I feel, one of the following four usually floats to the top:
The Speaker in Dreams
Expedition to the Demonweb Pits
TSoD is just a very good city-based module and it's been a success both times I've run it. Demonweb Pits is the closest 3.5 ever came to recapturing that Planescape feel. Rappan Athuk and Necropolis are large, savage, and dripping with flavour.
I'd add City of Brass to that list as well, but I'm not sure how much of it is a module and how much is a boxed setting - it's certainly fantastic value for money, though.