The biggest for me was getting klinsmann. Thought someone was taking the piss when they told me he signed for us.
Those were, in retrospect, the "good old days" when you wouldn't really know about a signing until it happened (or if you spent £5000 on guesses from the teletext ads), and you'd rarely know who a player even was. "Some Johnny Foreigner", unless you'd religiously watch Futbol Mundial. Oh, and the transfers could happen at any time.
Most exciting for me, in a general sense, was actually around/after Euro 96 when a ton of exciting players dropped in to the Premier League at once (Carbone, Poborsky, Cruyff, van Hoojdonk, Ravanelli, Zola, Di Matteo - anyone remember the football cereal advert? ). Unforunately, beyond those exciting names, Sugar replaced Sheringham with Iversen, and our Serie A import was Vega.