Most servers have an active RP community.
I'm most active in Catskills and Europa communities, and have good experiences with Baja and Chesapeake, but I don't actively play there.
Which community you should look at depends a great deal on how you want to roleplay.
For example, if you want to roleplay a werewolf or vampire or a strange new race, then Europa may not be the shard for you, despite the fact that they're the largest and most active RP community. The focus there is largely based on "low fantasy" and very little (but not none) of what I've seen breaks the walls set by the game mechanics themselves.
Catskills, on the other hand, is more welcoming to the high fantasy aspects of roleplaying, and is largely based on playing with or against magical races who like to pretend that they have special powers outside of the confines of game mechanics.
If you want something in-between, then other shards may be right for you.
As for which is the best? I can't say. They all have advantages and disadvantages. More often than not the disadvantages are finding other roleplayers who will let you into their little circles.