Blackrock Mountain may be one of the best creations of Blizzard. It held 2.5 end-game instances, 2 raids, and the outside was natural world PvP.
This is possibly the largest 5-man in the game. It is has what instances should have: lore and the appearance of being what it claims. It really does feel and look like a dwarf city. While there is a lot of trash, it also has about two dozen bosses.
Lower and Upper Blackrock Spire:
This split instance is brilliant. It gives a sense of scale without making either side especially long. It creates a compromise between the maze of BRD and the linear hallways of BC instances. One feature that I really like is how falling from UBRS, if you survive, you will land in LBRS, with no loading screen because they are the same place. Falling from LBRS will bring you to a long path inside BRM. This really gives a feeling that they are more than just isolated instances, they're part of a larger world.
I won't praise this place too much. It had too much trash and the fights aren't especially interesting. Still, it's understandable considering it was the first raid. The impressiveness of Ragnaros is undeniable. Fighting Domo was fun and you could really feel the excitement of hunters and priests as they got their quest items. MC tied in well with BRD. The stories were connected very well.
I honestly can't say much about BWL. I never made any progress pre-BC and post-BC all I've done is kill Razorgore and die to Vael. Still, the lore of the place is excellent.
Connection with the world:
From very early on, at least since Redridge, humans (and Alliance in general) are introduced to the Old Horde, the influence of the Black Dragonflight, and the trouble that they cause for humanity. The stories continue until eventually there is a dramatic showdown in Stormwind. Afterwards you are sent to slay Onyxia. For the Horde, BRM is important too. We are sent to kill the leader of the Old Horde and from Kargath we are sent on raids against the Blackrock Dwarves, eventually learning of their master.
More distantly, the Hydraxian quests are actually a tie in to the larger conflict between the elements. This is seen at least by the time of Stonetalon when a water elemental sends you to kill fire elementals.
Putting two raids and two and a half late instances in one place was a brilliant idea. It made PvP inevitable. There was no need to add sand or towers to bring people over. They were there anyway. Sure there was a lot of ganking, but when two raids ran into each other, the results were great. It sometimes makes me miss being on a PvP server. Hopefully Blizzard will learn from their mistakes in BC from spreading out all the raids.
3 hours ago