From 1965 - 1967 the U.S. Mint produced Special Mint Sets to prevent the public from hoarding coins. The mint produced these coins with special care giving them a nicer finish than circulation strike coins. The coins were also only sold to the public in special packaging. Therefore, the Special Mint Set coins tend to come in nicer condition that circulation strike coins.
This includes the 1965 Special mint Set Lincoln Cents. There are also coins that display cameo or deep cameo finish. These tend to be much scarcer than non-cameo or deep cameo coins and command a significant premium.