When studying Chomsky's hierarchy of languages (starting from type 3), I find enlightening to encounter some language that can't belong to the current type but which very obviously belong to the next level (because some very easy grammar can be described).
For instance, after having studying for a while type-3 (regular grammars), you can easily prove that $\{a^n b^n\}$ or $\{ww^R\}$ are not regular (by using the pumping lemma for the first one, and the pigeonhole principle on the various states of a finite automaton for the second one); but simple type-2 grammars can be described for the very same language.
Now jumping to the type-2 (context-free frammars), you finally encounter $\{a^nb^nc^n\}$ and use a variant of the pumping lemma to show the language can't be context-free; again, a simple context-sensitive grammar can be described.
But I have no good example for the next step; is there some easy proof that such or such language can't be context-sensitive while a rather simple unrestricted grammar (or a Turing Machine for the same language) could be described for it?
I think the following question Is there an example of a recursive language which is not context sensitive? is close to mine, but doesn't focus on the same aspect.