The Ice Planet 2002 Blizzard Baron LEGO Set was probably my all time favorite. This little white haired dude with his orange transparent chainsaw was always the hero when I used to have enormous battles across my bedroom with Blacktrons, M-Trons, and Explorians.
I firmly believe that the best LEGOs are the ones that have no IP associated with them. Whether you use the parts to build something unique, or build according to the instructions, there is no real story given to you once you make a generic set. The possibilities are endless!