Dragonlance is probably my favorite D&D setting, but aside from the books by Weis and Hickman, and some of Richard A. Knaak's work (mostly The Legend of Huma and his minotatur books), there isn't a lot of great stuff. A couple years back they released a trilogy about Taladas, Ansalon's sister continent, which I thought was pretty cool.
I like what I've read about Eberron, but I've only read one book about it. I think it was the first in Keith Baker's introductory trilogy. I liked it, just never got around to reading more.
Most of the Forgotten Realms books that I've read have been pretty meh. Ed Greenwood's first Elminster novel, The Making of a Mage, was actually more amateurish than Dragons of Autumn Twilight, but at least DoAT was entertaining. Drizzt Do'Urden is quite possibly the most egregious example of a Mary Sue character I've ever encountered in tie-in fiction. I found Artemis Entreri far more interesting than Drizzt, and usually I'm not a fan of evil characters.
It's not D&D, but Pathfinder, a really cool setting by Paizo that's continued, modified, and expanded D&D's 3.5 Edition (under the Open Game License) has started putting out some fiction, though so far they've all been standalones. I've read one by Elaine Cunningham called Winter Witch, which I enjoyed, and I'm in the middle of another called Plague of Shadows by Howard Andrew Jones, which has also been pretty good, so far.