I have only gone Wizard City - part of Polaris because I haven't played this game much over the past few years. Also, I'm not going to rank each individual world because that sounds to difficult, but I will rate each world's plot as "good," "okay," or "bad." Please keep in mind that this is just a rating of the plots and that my personal rankings of the worlds themselves would be a lot different.
Worlds with good plots - Wysteria, Krokotopia, Wintertust, Darkmoore, Aquila, Khrysalis
Worlds with okay plots - Zafaria, Celestia, Marleybone, Wizard City, Grizzleheim
Worlds with bad plots - Polaris, Mooshu, Dragonspyre, Avalon, Azteca