I've got a few sets now... I used to build them alot more than I do 3 Indy sets that I liked best. My little bro has TONS of models, and I'm the repairman for them. I know how to fit the intricate pieces back together, so he has me fix his models when they break. I used to build them ALL THE TIME when I was younger. I'm not sure what happened to all those models now, though.
As far as Indy sets go, I have the Jungle Chase, Well of Souls, the Last Crusade motorcycle set and the Crystal Skull campsite set.
I have mostly Star Wars Lego, however - Slave 1, X-Wing, Y-Wing, Obi Wan's Starfighter + hyperspace ring, TIE Interceptor, A-Wing, Anakin's Starfighter, B-Wing, multiples of the Clone and Stormtrooper sets, AT-RT, AT-ST.
My biggest problem is that my sets always tumble off my shelves. My Well of Souls careened onto the floor after a recent earthquake and I haven't rebuilt it yet.
My dream would be to build the Indiana Jones Adventure in Lego form. And we're talking about the inside of the ride