For sure the MMV; it was the number one set on my must-have list when I came back from my dark ages, even though I collect sets just for parts. It was awesome not just for the building techniques with the roofs and detailed accessible interiors, but also just the use of colors and small parts to add a lot of detail--I don't think any set before had really done that in the same way (but like I said, I was in my dark ages at the time, so I could be wrong).
I don't own Helm's Deep or the Medieval Joust so I won't comment on them other than to say that I think earlier comments about them are probably accurate.
A small but neat set that I think gets overlooked is 7038
, the Troll Assault Wagon--for such a small set, it has a lot going for it. Particularly, I love the way it integrates the Technic frame with System pieces (something I wish I was better at), the rapid-fire ballista hidden behind the banner (an idea which I have since used when MOCing), and those awesome giant metallic grey wheels, which I couldn't help but use in a steampunk airship MOC
as turbines. Those wheels with the horns and all gave it a menacing appearance that was very fitting for the trolls and made it seem bigger than it really was--the wagon itself doesn't use much more than 100 pieces, I think. I still have yet to find a decent use for the fishbone