I have some expensive sets I still keep around but it's been awhile since i've built with them - though yes I enjoy to do so, but time you know.
My personal favorites are a, I think maybe 4k piece one, of the London Bridge and then I have an, idk 3k? piece one of a carousel that actually rotates, playes music, and makes the lego horses go up and down. The cool thing about that one is it's rare and discontinued now and has a high demand so when I was googling it I was seeing them sold for as low as $800 :p