On websites like Modthesims there's plenty of challenges to choose from.
I just looked in the TS4 challenges forum and the "Happily Never Ever" challenge sounds hilarious in the evil sense, or the Underground Bunker challenge, or anyway there's plenty to choose from that is not the traditional happily ever after legacy challenge. I also remember there was a TS2 challenge called "The Email challenge", the idea is basically to finish an entire generation in a lot without walls and toilets (apparently it's from a quote that says "Email is like a prison but without walls and toilet"), that I guess can be incorporated in bigger challenges.