My first choice was taken, Picard iteration using Fixed point principles. I'll try not to have a repeat. I have been teaching a history of math class this semester so this sort of thing has been on my mind recently.
I would definitely consider different choices depending on how advanced the students I expected were.
Pre-Calculus but talented: Archimedes method for finding $\pi$. Calculus: Fermat method for finding the integral of $x^n$ Differential Equations: Picard iterations/fixed point principles more advanced. The BrachistichroneBrachistochrone.
Another topic that I like, specifically for analysis is to take some of the different definitions of continuity and show that they are equivalent.