I would say a Brumak... I guess. That would be the most badass thing in the world if I was wakling down the street with a Brumak.
If you mean actual vehicles, though, I would say that sweet go-kart thing from Half-Life 2 Episode 2. I'm pretty sure it's legal and you can carry bombs on it. Don't know why I'd need to bombs, but I could tell people that my go-kart has the ability to carry bombs... yeah I don't play many games with vehicles.
Oh I thought of another one. Whatever that ship was from Beyond Good & Evil was pretty cool. I don't know what it was called, but it rocked.