I don't tend to like achievements that much. It's kind of a "get your arcade high score measurement notions out of my RPG" feeling for me. However, there have been some exceptions.

I quite liked them in Alpha Protocol and New Vegas, where I think they tended to really assist in the feeling of reactivity in those games.

Of the other few I actually like, one would have to be from Risen:

IDIOT: Fell to death 3 times.

That's telling it like it is PB! Cracked me up when I got it.