For my money, the trouble is that those Transformers with excessively complex transformations often aren't actually the best figures. However, there are some standouts. ROTF Prime and his combiner partner Jetfire are both standouts, as are the TF Prime First Edition Voyagers, Optimus Prime and Bulkhead. The Alternity line is pretty tricky, but the figures are so-so, and the same is true for Binaltech/Alternators. Unfortunately, what you'll often find yourself doing with these figures is trying to line up different parts and panels just so rather than actually trying to figure out the transformation. If you're just after a complex transformation then any of the figures people have pointed out in this thread will suit you, but if you want a good figure that has a complex transformation my recommendation is definitely ROTF Prime (and Jetfire, if you want to add a few more steps on top).