Well, not to be the nitpicky nerd here, but because I can..... We went to Thay in BG2EE, The Anauroch in IWD:TotLM, Chult in IWD2 and NWN2: Storm of Zehir.
Not that I wouldn't go there again

Thay in BG2:EE - Sure but it's easily missable since it's a sidequest of an EE companion (that people tend to hate for some reason...). Some good fights though.
The Anauroch in TotLM - I honestly think very, very few people have played through this. Coincidentaly, I did finish it last week. It's nothing more than a side little adventure.
Chult in IWD2 - Nice, but again nothing more than a dungeon and a boss. A quick in and out.
NWN2: Storm of Zehir - never played it sadly