-A Dreadlord mega-event that doesn't suck? Seriously, they can be taken out in a single turn using a single transport, because they have no ships to defend themselves.
I agree. A well-done and truly frightening appearance of the Dread Lords could be THE mega event!
- Artifact World
A new planet is discovered, guarded by a ridiculously powerful ship.
Agreed. It should be a PQ 26+ world built up to the max (including planetary defenses, maybe?) with a ridiculously powerful
fleet though.

I guess this would imply the addition of a minor race, preferably with all techs researched but unwilling to trade with anyone.
-God sends "vibes" through the entire galaxy randomizing the ethical alignment of all races.
I'd love that one. Maybe cut off all treaties and trades at the same time.

-Some unknown force manages to construct a Terror-star, and sends it around to destroy planets, starting with the largest civ. This super starbase should be well fortified so nothing short of an intense campain against it will stop it. Any planet that it manages to destroy will become asteriods for miners to use.
I'd like to see that one as well, but I guess it would be too complicated to do just for a mega event.
an option to turn the frequency of events up/down
Is there a complete list of existing Mega Events somewhere?
These two would come very handy, by the way.

And while we're at it, I guess that most players would welcome a slider for the new planet classes requiring some research before being colonizable.