Well, on the SC2 front, I'd look up the Cheese strategies for the campaign missions if I were you. You won't get to use everything each time, but they can be damned effective... Though some of them will end up costing you for the final battle, which shouldn't be a problem unless you're on Brutal.
For example, you can finish the Supernova mission with only a handful of banshees, 4 marines, a medivac and an SCV. There is a path through the entirety of the map where cloaked banshees won't be spotted, and where you can wipe out a couple of enemies to let your medivac through undetected too. Get to the shrine with the artefact, but its guarded by Phoenix and Turrets. Drop your SCV and marines, hold position marines, build a bunker, then drop them into that bunker. Send your banshees in, kite the Phoenix to the bunker and watch them die, then wipe out the turrets while you can and destroy the temple. Takes as little as 10 minutes.
Seeing as you want to use Nukes though... My favourite is still the Xel'Naga worldship mission, where you get Battlecruisers. Get 4 Nuclear Silos. Build 4 nukes. Get 4 barracks, with the orbital drop pods research upgrade from the Protoss Research Tree. Build 4 Ghosts and drop them into one of the corners of the artefact vault. There is a small area you can place them where there is no detection, so cloak them, and launch all 4 nukes straight up. 5 minutes in and the mission is over.
Most of SC2s campaign missions ARE designed to not allow cheese wins though. It'd destroy the difficulty on any setting if all you needed to do was build a couple of Banshees and Ghosts and send them through the map to wipe out the enemy, invisible the whole time, or if you could go to the enemy's main bases and just nuke them into submission without any preparation. That said, careful cheese planning can get you places =P
As for me? Any special weapon generally. I just keep saving the ammo until I'll need it, and never end up needing it. Or units like High Templar and such in SC2 Campaign. Multiplayer they're situationally quite good, in the Campaign... Too expensive an investment, especially when in half the LotV missions you're given one minute to fully set up a base and build a small army. Its just so much easier to go for a Protoss Tech Army, which you'll probably end up needing anyway, that'll deal with all the enemies with half the effort. In multiplayer though... I love 2v2s where my friend will early rush as zerg and get plenty of map control, and late game I'm sitting there with 20 Warp Gates and a pile of minerals and gas. Spam High templar, 20 Psi Storms on the enemy army, instant death. Would never work against actually good players, but its fun to dick around with when you know you're facing lower level opponents, and it lets them have some time to play and try some strategies at least, rather than a 10 minute victory.
I don't know if I've ever used leather equipment in Minecraft. Harder to get that Iron, and yet its worse equipment. Any siege unit before the Artillery against players in Civ V. All they are is a giant target, and its often just easier to spam archers and footmen until you get Artillery. But when you get Artillery... Yeah, that ends.
90% of a character's skills in any given MMO. Speechcraft in Skyrim, and most other skills too TBH. Uhh... Crap, there haven't been enough games I'm interested in coming out for me to answer more than I already have =P