That whole quest-line is actually pretty cool.
Going from the swamps in Point Lookout, finding the Krivbeknik, and having to take it all the way down to DC, to one altar under the Dunwich.
My favorite has been the entirety of New Reno. Not a single boring questline in that town. Even if you don't want to join any of the crime families, there's still tons to do, and it lets you get away with a lot of off-the-wall stuff.