Prospero
Prospero was the world Magnus the Red landed on, and thus home to the Thousand Sons. Conveniently enough for the red cyclops, Prospero had become a haven for psykers like himself and had flourished into a full-fledged paradise world, covered in white marble spires and powered by techno-psychic energy arrays. After curtailing the activity of a race of dangerous psychic predators called the Psychneuein, Magnus was named the leader of the planet, at which point it had become a veritable library of lore about the Warp that supposedly could not be found anywhere else (about that...). Unfortunately, he never realized how vulnerable the planet was to an attack from above It was one of the most heavily defended planets of Imperium by the time - not because of some huge heavily fortified fortresses, but because Thousand Sons could predict when and where their enemy arrive, and wipe them from the existence even before they enter the real space, and even if they somehow manage to bypass perils of the Warp and Thousand Sons fleet, the capital (and actually only) city of Tizka were protected by the thickest kine shields in the Galaxy, capable of withstanding Exterminatus-level bombardment, and any planetfalling invaders were to face the fury of a legion-sized force of crazy powerful sorcerers. Magnus was so sorry that he broke the Golden Throne that he tried to get rid of all of that.
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In the 41st Millennium Prospero is a blasted ruin, occasionally visited by Rogue Traders seeking Artifacts and Ahriman moping over his failures. However it got off better then Barabus, Chemos, Colchis and Cthonia, which were all completely destroyed.
Appropriately, it was named after Prospero, the sorcerer and protagonist of Shakespeare's play The Tempest.