It's mostly Artifacts and STCs. I think you can occasionally just get resources, but that means you didn't get an Artifact or STC...
Well, since we are elaborating...
The good stuff can be:
STCs - do remember that location and system ownership is (potentially) important, as Mechanicus folks simply won't let you take them, without a fight. The way to bypass this is to intentionally let the planet fall to an enemy force, and then try to seize the STC (Not sure if one needs to clear out the enemy force and land as the game still thinks it belongs to the enemy, or you can take it even with some hostile presence).
Artifacts - Pretty much the same as STCs, but at least you can buy them off - just remember that sororitas are not, like admech, willing to let you have it for free... assuming you want to have them yourself. Artifacts are mostly useful as gifts anyway.
Mixed bag:
Ruins - can be buggy, with how daemons and other chaos folk tend to crash or otherwise affect the game (so save before trying to explore). Rewards, if I remember right, range from requisition, to artifact, to maybe an stc...
space hulks - can be tricky to clear out, but once done, basically gives endless supply of armor and possibly other resources.
Slaughtersong ship - I personally never encountered this one, it apparently drains your requisition when techmarines/techpriests are on planet, fixing the thing.
Other:
Cave system - I think it raises the defense level of the planet, or something...
Bad stuff:
Necron tomb - Usually sleeping, but I guess I don't need to explain why this is bad news?
I think in some versions of the game, you can probably find the place where a warlord/warboss is sitting around.
It probably can lead to some hostile forces spawning in the location.