One of the best speciality yarns you can pick up is hand dyed yarn. Usually your best bet to get this cheaply is to find it at a craft show or farmer's market. I have actually seen stalls where people were weaving yarn to make fantastic creations. I was pretty amazed that people were actually still doing this, as I had thought for sure this would have gone entirely over to machines by now.
Also, if you are looking for a yarn that comes in a variety of really funky patterns I would try regia yarn. It has a simple feel to it but the dye job on this kind of yarn puts it firmly in the specialty category.