I haven't had to many cool LDs, but I did have a pretty interesting one.
I climbed up a rock wall in the middle of a canyon, and I got stuck. I couldn't find a way down and was freaking out. I became lucid, and I decided I'd leap off with no real plan. Mid way down I pulled out one of those grappling hook gun things like from batman or something, and I shot it into the wall.
It wasn't THAT epic, but it was cool.