My favorite is popping a goody hut with Modern Armor and getting .... a warrior! YARR!
Also, can you still get Settlers out of goody huts? I remember back in the Civ II days if you got a settler out of one of those huts you were really really happy.
edit: i checked the .xml and i was wrong! the chance of a tech is the same from noble all the way to deity looks like. there are 20 lines of what you can get at each difficulty, in CIV4HandicapInfo.xml. noble-deity each have "tech" as two of the lines. sure seems rarer as i go higher tho!