Coupling from the past allows one to obtain a sample from the exact critical distribution, say for the Ising model. The nice undergraduate textbook by Haggstrom, Finite Markov Chains and Algorithmic Applications, London Mathematical Society student texts Vol. 52, University of Cambridge Press, 2002, is basically an introduction to this powerful and amazing technique, which can be used to give reliable Monte Carlo estimates of quantities of interest. There are many eprints on the arXiv which have been inspired by the original paper by Wilson and Propp. (See Fig. 12 in this book for a simulation of the 2x2 Ising model on a 15 by 15 square. If that sounds unimpressive, remember that this simulation uses the exact stationary distribution, not an approximation to it, which basically avoids all the problems of mean-field or whatnot.)