the medium itself should be considered part of the art.
Spacemen3 (and the gang) have some nice colored vinyl. I especially like the marbled! I have a 12" by Spectrum that is clear yellow with a clear jacket and together they make a pretty trippy design.
I have a De La Soul record that isn't really in a nice jacket, but it tracks 2 different songs on one side depending upon where you set down the needle...that messed with me pretty bad back in the day.
the most gimmicky cd that I have has to be the Flaming Lips - This Here Giraffe which is shaped like an 8 pointed star and labeled as the "world's first shaped cd". it's just the album track with 2 peel session tracks, but it's been a nice collector's item.
I also have a Jesus & Mary Chain cd single for Far Gone and Out that's holographic on top. it looks cool when you spin it.