Mine was (on my last FM 09 save) Danjiel Aleksic.
My scout found him in Eastern Europe some place, I signed him the first season with Leeds for around 375k (can't remember the exact sum).
He scored 31 goals in the first season (at age 17!!!).
In the forth season he's valued at around 15 million and I had to fight off the likes of Real Madrid and Barcelona with a bat to keep him.
Best signing ever, followed closely by Adailton and Joao Paulo whom I found in Brazil.
Edit: Almost forgot Feghouli - spend all my money first season to get him, and now Man U is targetting him as a "Ronaldo Replacement" valued at 15 million, Manu offered me 35 million (but he's still my bets player so I rejected).