I still find a fun army is CSM especially when you rock up to the table with such old models as (these aren't mine, but I don't have piccys of mine and they don't look great anyway.
as a helbrute (Classic Space Crusade Dreadnought)
As the Plague marines or Possessed / Chosen. (Classic Plague Marines from about 20years ago)
And people panic and don't know what they are or maybe why they are all metal till you explain to them.
As for fun armies that win / lose you cant really go wrong with Daemons, cos on a random roll your whole army kinda implodes and with all the random dice for your army it can be a bit hard to plan.
Generally though the best way is to plan an army for fighting every opponent, rather than tailor your army to the current opponent. This way you have to take a balance of high AP or high amounts of shots or whatever. The best army for this IMOO is Imperial Guard or Orcs, though I heard Tau are good for it as well.
Other options include things like deliberately nurfing yourself by electing NOT to take something that you normally rely on and try to work ways around it. OR in an individual games maybe agree between you and your opponent before creating lists to be able to "Veto" the use of 1 relic and 2 units (for instance CSM no plague marines, vindicators & black mace, while Loyal SM no Vindi, Ironclad & Burning Blade.)