Legos have come a long way since the first sets arrived in the U.S. in the early 1960s. What began as a simple child’s toy has mushroomed into an empire of theme parks, movies, and, of course, bricks.

LEGO sets provide a terrifically challenging way to kill time. The challenges are endless, from the point of purchase to the finished product itself. Can you actually afford a big LEGO set? Can your ...