NetBricks, Highland Park

Getting a subscription to Netbricks is like being handed the key to a never-ending toy store. Once you've signed up, you can browse the company's gigantic collection of Lego sets, which spans both classic and modern themes. Netbricks ships your chosen set to your door—but not before sorting and sanitizing each brick. Families can then build such staggering creations as a Star Wars Sandcrawler, the White House, or a medieval castle besieged by a dragon.

Customers play with their Lego sets for as long as they like, then send them back in exchange for a new one or, if they're especially enamored, purchase select sets at a discount. Netbricks doesn't even charge you if you happen to lose a few pieces to the vacuum or a hungry dog who wants to build a model spaceship. And if you want to break out your own set of bricks, the staff can sanitize and sort your legos for a by-the-pound fee.