My brother recently sold some of the lego he had as a child, and they went for a lot more than they cost originally, even taking inflation into account.
So, what types of sets have risen in value most over the years?
The less sets there are available, the better the chances of a rising price. This implies the sets that will get more expensive with time are:
But note that it's never so easy - licensed but small sets for example won't become very expensive as they usually sell very well, so you should look for a set with a combination of this criteria. For example: a very big licensed set like the Millennium Falcon.