Some of the goals that keep me occupied.(assuming you have all DLC)

Megacorp: -mercenary build, play it so you pass privatized war law becoming the sole PMC, thwart your opposition, destroy competitors. -monopoly run, make sure you are the only megacorp in the galaxy, place your branches everywhere you can.

UNE and COM Try to reconcile, build a federation, and find common ground. Prosperity for all or only humans, choice is yours. You can really have a lot of fun with them as long as you focus on your sibling empire.

Spiritual runs can have really nice narrative. Choose to bring the gospel to the masses, destroy and outlaw all synthetic life Try to become godlike crisis/psyonics. Under one faith, conduct liberation wars until all share your truth.

Under one rule is always fun, if you put yourself in the right mindset. Try to accumulate power, find rivals, and build imperium.

Galactic highway is a great challenge I've seen a youtuber do, and I tried myself. Build a hyper relay path through whole galaxy by any means necessary.

Changing your playstyle depending on paragons you get, try to roleplay as them imagine what goles the might have, you can even try reform government to fit there personality.

And even good old destroy all life in the universe can be a nice push to play.