Buddhabrot
Alex Boswell gives a nice article on how to use the Metropolis-Hastings Algorithm to render zooms of the Buddhabrot fractal.
I wrote a program in C++ that uses the techique. Download the source from Github! (GPLv2)
Here's a zoom of the region: -1.2 < Re(x) < -1.1, 0.2 < Im(x) < 0.3
The dark spot is where the integer arithmetic wrapped (oops!). This is fixed in the latest version.