As everyone has said, the EU release was pretty much flawless. It was also my first MMO, so I figured that was how the launch always went, and all MMO's shipped as essentially finished products (as in, every feature actually worked) like WoW did. There was a fair amount of shock on my face the second I realized that AoC had content for the first ~20 levels on launch and after that it was nothing but a grind... Obviously it took a while for some stuff to appear, but the existing stuff was enough for me. Plus, it was fun to just explore the world, so many little details all over the place.
But yeah, vanilla WoW was great. It wasn't perfect, but it just had that something. Raiding was so much fun with it's ups and downs (the damn Germans just could not play the game...), and back then you really got to play your class in a raid. As a paladin, I was forced to be a healer (the "holy warrior" description in the manual was totally wrong!), but during pretty much every raid I also got to do something else. That was probably because nothing was balanced quite so tightly, so there was some more room to experiment with stuff. 5-mans were even more fun in that regard, especially once we got some gear and ran everything with a 3-man (or even a 2-man for certain instances). We actually ran instances for the challenge, it wasn't just plain sailing to the end boss for a bunch of badges. Plus, epic items were actually epic, so it was really cool to get one.
TBC I enjoyed greatly as well, Black Temple being the clear highlight. The only negative came as a by-product of raids being scaled down to 25 players. The negative obviously being that bad players had a much bigger effect on the raid's success. I must have lost my mind a dozen times a week over the players that just couldn't handle certain encounters.
WotLK... I sold my account after about a month. Just could not care less about the game at that point. The leveling content was really good, but everything after that was just tiring. I get why the game has gone that way, but it's just not for me anymore.