Wrath is really fun.
It does this really crazy thing that I haven't seen in MMOs before. A lot of the quest chains you complete change the game world, presumably forever, and presumably only for you.
The Death Knight starting area is full of stuff like that. The framing is that you're a newly risen Death Knight, and Arthas wants you to go get your feet wet by wiping out this town of humans. So you head on down, and the town is split into 3 areas, and the undead are attacking the first area. So you do some quests and what not, and you eventually get sent back to the DK citadel or whatever, and when you come back, the area that you were fighting in is now totally under undead control. This happens a couple more times until the total zone has been raised and is controlled by your guys.
There's also an event in the Dragonblight zone that is kind of awesome and also kind of lame, because it's very Final Fantasy. There's an honest to God cutscene and everything. But again, once you complete the quest, the zone changes, and as near as I can tell, it changes forever. I found another example last night, in some Horde town the boss character was a real asshole, and at the end of one of the quest chains, you and the boss' sister team up to kill her. Now the old boss is nowhere to be found, and her sister has taken the spot of the town's "boss."
As far as I know, this is a first for WOW, and maybe for the genre. Everyone always complains about how these games have no sense of accomplishment because as soon as you kill the big, bad dude at the end of the dungeon, he comes right back to life like nothing ever happened. I get the feeling, from this stuff appearing in Wrath, that Blizzard recognizes that shortfall of MMO games, and is actively looking to correct it.