Perchloric acid almost makes my list by itself, although technically I can't quite include it, since I've already used it. I used the commercial grade, which is 70% strength in water, and it's pretty nasty stuff. It'll chew through your lab coat and give you burns you'll regret, as you'd expect from something that's rather stronger than nitric or sulfuric acid.
But it has other properties. The perchlorate anion is in a high oxidation state, and what goes up, must come down. A rapid drop in oxidation state, as chemists know, is often accompanied by loud noises and flying debris, particularly when the products formed are gaseous and have that pesky urge to expand. If you take the acid up to water-free concentrations, which is most highly not recommended, you'll probably want to wear chain mail, because it's tricky stuff. You can even go further and distill out the perchloric anhydride (dichlorine heptoxide) if you have no sense whatsoever. It's a liquid with a boiling point of around 80 C, and I'd like to shake the hand of whoever determined that property, assuming he has one left.
Perchlorate salts show similar tendencies. The safety literature is just full of alarming stories about old lab benches that had had perchlorates soaked into them years before and exploded when someone banged on them. They're a common component of solid rocket fuels and fireworks, as you'd figure. As with other lively counterions, the alkali metal salts (lithium, sodium, etc.) are comparatively well-behaved, with things heading downhill as you go to larger and fluffier cations. I've used things like zinc and magnesium perchlorate, but I would refuse, for example, to share a room with any visible samples of the lead or mercury salts.
People have made organic perchlorate esters, too, which doesn't strike me as a very good idea - unless, of course, you're actively searching for a way to blow up your rota-vap. Which is exactly what happened in the paper I saw on the synthesis of ethyl perchlorate, as I recall. If you'd like to make your mark, this seems to be a relatively unexplored field. The problem is, the mark you're most likely to make is in the nature of a nasty stain on the far wall.
Perhaps the most unnerving derivative I know of is fluorine perchlorate. That one was reported in 1947 (JACS 69, 677) by Rohrback and Cady. It's easily synthesized, if you're tired of this earthly existence, by passing fluorine gas over concentrated perchloric acid. You get a volatile liquid that boils at about -16 C and freezes at -167.3, which exact value I note because the authors nearly blew themselves up trying to determine it. The liquid detonated each time it began to crystallize, which is certainly the mark of a compound with a spirited nature.
The gas, meanwhile, blows up given any chance at all - contact with a rough surface, with tiny specks of any type of organic matter, that sort of thing. The paper notes that it has "a sharp acid-like odor, and irritates the throat and lungs, producing prolonged coughing". My sympathies go out to whichever one of them discovered that. No, if it's all the same to science, I think I'll let others explore the hidden byways of perchlorate chemistry. . .