Forts are the coolest. They mix cozy privacy with the accomplishment of building it yourself and all the improvising that required. Of course, when you're an adult you may not be able to tear apart your home for building materials, but that doesn't mean you can't evoke the same feeling by draping some blankets up for a single romantic evening, or by installing a semi-permanent tent in the corner of a room.
If I had the space, I would totally have a small tent in a corner of my office, stacked high with cushions, books within easy reach, and a single-serve coffee maker included. Every Sunday would be the most relaxing day ever!