I love all the new Lego Lord of the Rings' minifigs, but I have one favorite: Gollum. They truly captured his creepy nature, yet he still looks cute. My favorite detail, however, are the two faces of Frodo, showing his transformation through the story.
The new Lego Batcave is so neat. It is modeled after the original comicbooks and uses the classic blue Batman. Its coolest feature is the Bat-Gear part, where Bruce Wayne turns into Batman. It's so stupidly neat that it's funny.
Among all the Lego surprises at Toy Fair 2012, there's a cool new Star Wars set called Droid Escape. It's the pod in which C-3PO and R2-D2 use to land on Tatooine in the original movie. It includes these two stormtroopers, which are amazingly detailed.