Do Ashes 2063, Blade of Agony, or Psychophobia count as wads? They're some of my favorites.
As far as "normal" wads go, Armadosia and Reverie were pretty damn cool.
Crapi has so much going for it, but it's so glitchy and the fact that it doesn't remember your progress if you return to a previous map makes the non-linear map system a lot less fun. Its also really easy to get stuck for hours, especially since no one's made a proper walkthrough of it yet.