Burning Crusade, hands down.
Lore made sense. You were introduced to important characters. It was fun and it came with a lot of cool stories, mini-toys-trinkets-gadgets, lots of good stuff. You couldn't beat being introduced to Vashj and Kael'thas and their minions, before defeating these major characters. Or fighting Archimonde and why. Or fighting Illidan - for the love of...Or, in the end, Anveena, KJ etc. Even the isle of QD was a nice touch.
Vanilla was slow, the stories were of no real consequence and hardly related to anything, barely any characters worth mentioning.
WOTLK had some semi-decent lore, but just that: semi-decent. Some cinematics were really cool though (wrath gate?)
Cataclysm had no real lore to speak of, revived dead characters, unlikely shifts etc.
MOP was idiotic to say the least. "Shahahaha".
WOD has no lore to speak of. It's more of "what might have happened in a parallel universe which doesn't exist to begin with, not that anyone really cares, but you can't argue"
Legion...I don't know. It remains to be seen.
I think they must've fired the lore guy or perhaps they forgot to give him a raise for the past 8 years or something?
P.S If we're talking about leveling SPEED though, I'd say WOTLK wins, hands down.