That was the first thing I thought of when I saw the title of this thread. Although, generally speaking, anything involving lizard people is usually pretty entertaining as well.
I like anything that has to do with history (ie dracula is real, the aztecs were visited by aliens)... Or anything that has to do with treasure
The Kennedy conspiracies are great, especially since it is blatantly obvious that Oswald didn't kill him.
JFK story is an interesting one; but if you really look into it, you'll find that the gov's story is actually a lot more plausible than any conspiracy is.
The JFK assassination and the moon landing are the most famous. Here in the UK we also have the death (or murder ) of Princess Diana and the mysterious suicide (or murder) of an Iraq weapons inspector. The former is probably the ramblings of a bereaved father (AlFayad) with a lot of money. The latter could be more sinister.
There are all sorts of theories about 9/11. For some reason Americans are obsessed with stupid things like "If you fold a twenty doller bill a certain way it looks like the Twin Towers, so the government must have known that it was going to happen."
The moon landing was the first thing I thought of too when I saw the thread title. That was really interesting. How about the Abominable Snowman, Bigfoot and the Loch Ness Monster? Do those classify as conspiracies or just myths?