Dr. Boom or Deathwing.. Dr. Boom has just incredible value and nobody expects Deathwing.
Other than those.. Vol'jin, Tirion, Foe Reaper, Troggzor and Mal'ganis are also quite fun/have high value. Also to add I have never had Sneed's, but seen it played against me around 10 times now.. every single time ending in the opponents loss due it being too slow.
I think I still like Kel'Thuzad the most. In arena both you and the opponent usually have board presence, especially on turn 8+, and he's just so overwhelming.