Dont know if it is exactly a Mega-event, but would like to see new artifact EVENT chases, where some enhancing/unique artifacts are placed randomly on otherwise uninhabited planets, where you search the planet squares for these special artifacts. The type of event could determine the amount/quantity of these special artifacts.

Some of them could effect wealth/influence/special weapons, maybe even some unique resources (rare) that could be mined on those planets. I think there should be a unique ship class to do the search with special sensors and a cost for each square search attempt.