The more you build, the more you realize how many more things haven't been built yet and you might want to build after the current one(s)... ad infinitum.
I don't know what's cool to you, but a general artificial intelligence would be cool to me. An operating system + userland without remotely exploitable holes would be pretty great. Working quantum computers would be cool too, but that's more of a hardware problem.
At least in the gamedev area, there's infinite number of games to build (the same way there's infinite amount of novels to write and songs to compose).