Fun builds always tend to die, it's the "stack health and armor" builds that usually end up living late game. But if you're into !!FUN!! anyway, I can suggest a few builds I guess.
Any Dex based build: Dodging is cool and all because it makes you miss taking damage. They're fun, green gems are usually the most interesting anyway (cyclone, viper strike, double strike, all the projectile stuff).
Intelligence builds: Can do summons or elemental damage stacking. Using Rain of Fire (or whatever it's named) is really awesome, especially when you crit. When you crit with that, every instance of damage you do (each fireball that drops on their head) will make the lovely crit sound effect and do the screen shake. Immensely satisfying. Stacking ES makes you kind of tanky, it's like adding health without actually adding health!
Strength builds: Not as fun, much more durable though. To me, they have the most late-game potential.
!!FUN!!: Anything with that Chaos Indoctrination (1 health, resistance to Chaos Damage), and possibly something that feeds all of your energy shield into your mana. Throw them both in the same build and you're probably a masochist or looking for getting the most amount of deaths ever.