First action when buying a synth - Delete all the sounds it came with. Not only does the fresh slate cause you to have to learn how the thing works from a synthesis standpoint, but it guarantees you'll have your own aresenal. Of course, on top of that, changing parameters is key to boggling the ears.

Which sounds more interesting to your ears...a person standing in front of you talking, or the person trying to say the same things while bouncing on a trampoline, into a wall of jagged rocks, drinking tabasco and whiskey through a punctured hole in their neck? That's parameter tweaking.