You know what I love? When I pick up a book and the setting is so believable you can't stop reading.
I just finished reading the Stoneheart trilogy, by Charlie Fletcher. What I loved about this is that the story begins in modern-day London, but after the MC, George, commits an act of minor and semi-accidental vandalism, the story is catapulted into another layer of London, a mysteriously similar and different London where statues come to life. It was really interesting, and though I didn't like some of the language that peppered the book, I couldn't stop reading until I'd finished the whole trilogy. Took me about five days to get through all three books, and that's because I (unfortunately) have to work some days of the week. :-)
Another book I read, and one that is part of a series (or perhaps a trilogy. I can't be certain about that) is called The Fire Within, and that was another really engaging, don't-stop-until-you're-done kind of read. The author, Chris D'Lacey, plants you in a normal, everyday kind of world where a tenant, David Rain, moves into a house for rent that specifies the tenant must have a tolerance for cats, kids, and dragons. That in itself is engaging, but when you discover the landlady, Liz Pennykettle, actually creates the dragons out of clay, and that they are, somehow, alive, WHAM! You're in a suddenly different world where everything is normal except for the fact that dragons are existing in one house.
What was the last book you read, where you really connected with the worldbuilding that was created for the story?