still not home (stuck on work for another few hours) but here are a few from the top of my head (i'll add the links later)
lampsecurity, CTF 4,5 and 6. documentation is available from the same source. very good and focussing on webapplications (so prepare for SQL injection and stuff) also covers a few good tools, but for a start it can be quite hard.
De-Ice, 1,2 and dont forget pWnOS! very good one wich is focussed on milw0rm and exploit-db!
Hacme's Foundstone. A bit harder to do because of the installation needed. then again it took me about a day to get the most of them working (trust me, with my knowledge, you will probably be quicker)
DVL. just download, boot and get started. no manuals, no pointers, no documentation...the ultimate challenge! a good tool to start with is the OWASP os, or if you prefer BT use BT
Mutilidea (sp?) is based on the OWASP top 10. havent done this one yet so dont know if it is any good.
Moth. same here, havent done this one yet.
the last 2 require some installation too, but didnt give me much trouble.
in my personal lab i also included some standard installations of a linux distribution, windows XP/Vista/7 and Server 2000/2003/2008 as victims.
the main advantage of a virtual lab is when you use backups and mess up, its delete and copy and your ready to go!