Well, out of my own collection I'd probably have to say I'm most dissatisfied with my Malevolence. Don't get me wrong-its a great parts pack-but if I could go back and buy, say Palpatine's Arrest, I think I'd be a tad happier. That's not to say the set doesn't resemble it's "real-life" counter-part, in fact it does it fairly well, and uses a low amount of stickers for such a large set. My biggest gripe with it is that I didn't like the source material that much and just got it for the figures. That's my fault I guess.
For sets I've never picked up, my first reaction would be the Clone Wars Twilight set. Never got what they were doing with that particular ship. After thinking about it, I don't really like the Sith Nightspeeder (I apparently don't like many Clone Wars sets! ).