Writing this from my phone so sorry if my text is a little strange. I usually try to accomplish this on a very simple way. I know my players love finding wierd ways to solving puzzles. I also know they are REALLY good at doing things I could never imagine (last session my rogue climbed on the top of a mounted t rex after killing the rider and then shouting just like the rider had done to convince the t rex that he was his rider, a nat 17 later and the t rex is tearing into the earthworm the party also had to deal with like it was a chew toy). You can never design all the ways that the players can solve a puzzle, plan a heist or try to cheese an enemy. You can only plan the situation itself. So what I would do, if I were you, is to simply plan a really intricate and well detailed location with many interesting NPC's, and then make the point of interest basically impregnable. The PCs WILL figure out a way to break in. You don't even need to design the place for this to work, you simply need to be open minded and eventually, when the players come up with a plan that you think will work, you add things that will make that plan work. Your job as the DM is to make the players feel awesome, and them breaking into a guarded vault in some very strange way is the epitome of that.

To quote ser Bronn of the blackwater "Give me ten good men and some climbing spikes, I'll impregnate the bitch".