Machineries of Empire by Yoon Ha Lee
I obviously had to include my current obsession here. The MoE universe is one in which manipulating spaceships, soldiers or entire populations according to advanced mathematical equations can generate exotic effects—anything from rain that twists the geometry of a battlefield, so that organs are braided through the skin of their owners, to FTL travel and a disembodied form of immortality. Naturally, I love it all. Book one, Ninefox Gambit, contains synaesthetically delirious descriptions of combat with exotic effects that are the equal of anything I've read in SFF; the further books explore the political system of the (Hept|Hex)archate* and its relations with the conquered ethnic groups that make up the empire, as well as with other interstellar nations. Lee handles this large-scale political worldbuilding with aplomb while consistently characterising even minor characters with tiny details that illuminate their societies.
*They lost a faction along the way, it was a whole thing.
Welcome to Night Vale
I'm far from up to date with WtNV, but I have listened to the first 60-70 episodes and have the novel on my bookshelves somewhere. The world where Night Vale and its rival city, Desert Bluffs, exist is an uncanny-valley version of our own, where strange conspiracies and mysterious apparitions seem normal, reported on by the cheery local radio host. What I love about it is how the writers make use of the podcast format to conjure up images and then subvert them, to make reality malleable and disorienting. I also love just how queer and queer-friendly it is. This is a world where an eleven-year-old schoolgirl can be an adult man's hand... why would anyone be bothered by Cecil narrating his steps towards romance with Carlos on the radio?
Bas-Lag by China Miéville
Bas-Lag, described in Miéville's novels Perdido Street Station, The Scar and Iron Council, is a riotous, crenellated, grotesque, brutal, multifarious world, a Gormenghast writ on an enormous scale; for pure breadth of invention, there's nothing like it. I adore Miéville's verbal gymnastics in these early books and admire how unafraid he is to inflect his creations with politics. Though I disagree with quite a few of his story-telling choices (uggggh, why did you make me spend half a book in the head of that petulant carp Bellis Coldwine, China?), I enjoy every opportunity to explore the corners of this world.
Bonus: The Moors in Seanan McGuire's Wayward Children series
This is a bonus because I've only read the first of the Wayward Children novellas, Every Heart a Doorway, which describes but never visits the world into which princessy Jill and mad scientist Jack fell into and, five years later, were ejected from. I loved that book, though, and can't wait to read Down Among the Sticks and Bones and go directly there.