The lit Iceman bust and the Nightcrawler LED kit are my favorites. Pinball Refinery sells the Nightcrawler kit, and it requires you to remove the carriages and drill into them to place a bracket for a switch, but it is not hard and is totally worth it.
I also added the Prof X and Storm flasher kit from Pinball Refinery, too. It is a bit more subtle than I would have liked, but it is still a good mod.
Painting the Wolverine and Magneto figures makes them look so much better. Gio offers this service, as do other known paint modders.
The icicle mod on the iceman ramp on the LE looks cool, too. I have them installed as is now, but also have LED strips that I am going to mount behind them to light up.
I have a Wolverine that is pretty heavily modded, right near you. PM me or e-mail me off the DFW group if you want to drop by to see everything.