Halton Sequences are very useful random number sequences which have a nicer distribution - both more balanced than generic Rand() but also quite organic looking.
Generic pseudorandom 2D sequence:
Halton Sequence:
(Both images credit: Wikipedia)
You'll find an implementation of this in the FStevesBalancedRandomStream class, which is left open for other random
algorithms but currently only supports Halton Sequences.
Shuffle bags are a useful way of generating random items without duplication until the "bag" is empty and subsequently refilled. Probabilities can be tweaked by adding more of a given item to the "bag". It's very good at simulating packs of cards, bags of tokens etc that you see in card games and table top games.
See FStevesShuffleBag for details.