Some of my favorite megazords:

TimeForce: Loved that this set had 3 modes

Lightspeed Supertrain: What a big boy. It was neat you could still fit the vehicles inside while the train was in robot mode

Astro Megazord: Badass looking spaceship and underrated robot mode. The lights and sounds on mine still work all these years later

Wildforce Megazord: I didn't own this one, my cousin did but I loved the transformation and how beautifully designed all those animals were

Shoutout to the Auric/Gumazin toy with the cool key opening gimmick.

In retrospect Kamen Rider Gaim Arms Change Series. This was something during its time. It really was faithful to the show's fruit armor gimmick and whoever thought up of it in Bandai or PLEX deserves a raise.
Also the Ranger Keys from Gokaiger were genius. Great way to commemorate the franchise and highly collectable alongside a simple gimmick that changes it from figure to key.
One more I would like to add are the Tomica Hero Rescue Force and Rescue Fire vehicle and robot toys. It felt like the perfect mix answering the question what if Hot Wheels, Thunderbirds, and Super Sentai robot toys merged into one franchise.

Rider Mask Collection & Rider Mask World : simply a highly detailed Kamen Rider Helmets and i love it, RMC is the small one and RMW is the big one (1/2 scale)

Rider Kicks Figure : the main toyline figure of the Kamen Rider series, starting from Zi-O, it comes with a good details and a decent paint (still better than RHS), the price point is low, it's about 2,520yen. Since it's a main toyline of a Kamen Rider Series, it is possible to has every rider from the series and its form. RKF also made previous kamen rider figures (before Zi-O), such as Build, Ex-Aid, and Double.

not really a fan of DX toys, but...

DX Dengasher : i just love the gimmick of Dengasher, and there's a toy of it? NICE.

DX Action Liner series : it's a trains, with weapons, weapontrains.