I loved vanilla but the raids I feel were better in TBC. When I think back to playing and moments most of them are from TBC/Vanilla and very few are from the expansions that followed. Even the Launch event for TBC I remember but I can't remember what happened for WotLK or any other exspansion. The only raid I didn't get to do was Sunwell as my guild quit a few weeks after we got glaives before Sunwell came out.
For WotLK there were only two raids I enjoyed Ulduar and Icecrown Citadel. Nax was kinda boring and nothing fresh where Trial of the Crusader was just boring and I almost quit but then I started to do Arenas way more. I wouldn't mind doing Ulduar again as it is my favorite raid. The way hard modes were activated almost made it like you were activating a secret even though it was well displayed. The boss fights were also some of the best combined with amazing dungeon design.