I've got one that's really just a lesson in logistics.

Setup: basic dungeon crawl through some creepy temple of death. Party enters a room and sees an undead cyclops. We were still pretty green at this point, and it was supposed to be a challenge.

I asked the DM, "How big is that door we just came through?" He looks at me funny and says, "I don't know... regular sized?" I just smiled. The zombie-clops was too big to fit through the door. We pulled back through the doorway and just peppered it with arrows and spells while taking no damage at all.

The lesson: If you put a monster in a dungeon, make sure that it fits.