Yeah, a Brickfilm Collection would be really cool (although pretty much all my films would feature in it)
My favourite has to be the 'Spaceballs' clip. I like the sound effect as long as the movie isn't taking itself too seriously. It can be a great comedic gag (I want the DVD of 'Rango' just to see if the scream was in it - since that would have been the ultimate reference in a movie packed full of them) and, as proven by the clips I had to re-watch because I missed the scream, a subtle tribute. I didn't like it in 'Kingdom of the Crystal Skull' since it was way too obvious - and there were much better moments where the scream could have been used as a tribute to the Indy Trilogy.
I've always assumed 'The Wilhelm Scream' is a sound you make during a very acrobatic death, such as being blown back by an explosion, being pushed/thrown off something, or - for its rumoured original purpose - eaten by a crocodile. Its a very contorted and unnatural sound that would only be made if your body is being forced into an unnatural and fatal situation.
Overused? Perhaps; but I dont think I myself will ever become tired of it.