As a libertarian/anarchast/borderling Randian/Cardcarrying NRA member and TEA party function attendee, there is often a question bounded around. 

"what's your favorite Federal program?'

Now the reason for this is that it is to make people think. "The government should..." fill in the blank.  Then to stop and think.  Are there things that "the gov'ment should" that cannot be done at the state level, or the local level,...or does not need government at all.

Back to the question.

My favorite Federal programs.

NASA  it took the collective will, force of the American people to do this.  You can argue Cold War or Space Race and I will not argue.  But I remember watching the Moon Landing. I just wish the thing would be given a decent budget and vision again.  We developed so many things as a result of this.  New Technologies were created.  Inovation and dreams were developed.

Highway Program.  This definitely fits into the Role of the Federal Government as interstate travel.  Railroads might work in Europe, but roads are American.

GI Bill.  My understanding is the college part was an afterthought.  In which case this is a rare case of the Feds having something great from something small.

The other point about these is they do not over reach.  Clean Air Act is pretty cool, and is of the Fed, after all wind does not recognize state borders.  But the people keep giving themselves more and more power.