It gives you a chance to try some sort of new alien that is from your imagination... like Phruby's Mongo Beefhead!
Not to nit-pick, but wasn't that based on a Kenner protoype or something? I thought the Mongo Beefhead was a "long-lost" Kenner idea that was once proposed for the main line, right?

Anyway, back to the topic at hand. I think the "aliens" thing really wouldn't be as hard as some might think. Here's an example of something I did a while back that kind of fits with the theme (and if I can customize it, anyone can

):

The Alien Jedi in that photo was made from an old X-Men Ice-Man head, which I added to a skirtless Ep1 Boss Nass. I added some paint detailing and my "fire" Jedi was born. Kinda inspired by the molten men (Crystar!) and other fire elementals.
Like CHEWIE said, just have to think outside the box a little bit. I've used heads from Star Wars to make new aliens too - cut the ears off a Captain Tarpals for a
whole new look. Heck, even ust painting a human head can sometimes give you a
creepy new alien species!
Just take a strange fodder head and build around it. There are a lot of different lines out there to pick and choose from, should be easy to find something to work with - Corps, Batman, Marvel, etc.