Not sure if it’s my absolute favorite, but Pathologic has fascinated me for years.

There are so many strange and unique aspects to the world (especially the Polyhedron, an impossible tower floating above the town) that already make for excellent world building, but when they come together it creates a feeling I haven’t felt from any other world.

You know how Lovecraftian horror has a very distinct feeling? The world of Pathologic makes me feel something vaguely similar, but completely unique - no horror or aliens, but the feeling of powers existing far beyond our understanding combined with people who somehow do understand small parts, and the consequences of their choices affecting everyone… it’s really hard to put into words, but it feels like it created its own genre.