Does Lego market sets that were designed by fans?
In addition of the already mentionned Blacksmith shop and the three first LEGO factory sets (5524 — Airport, 5525 — Amusement park and 5526 — Skyline, combined from the 10 winners entries of the contest), the following sets have been designed by fans:


10190 — Market Street was designed by Eric Brok. Eric sadly passed away a few month later.
10183 — Hobby Train was designed by a team of 10 fans who created 30 different models, all of which are buildable with parts in the set. The fans were Ben Fleskes, Christopher Masi, Holger Matthes, James Mathis, Jeramy Spurgeon, Mike Walsh Cary, Pierre Normandin, Reinhard Beneke, Steve Barile and Tim Gould. All of them high-profile builders, and the set was nothing short of fantastic.
10191 — Star Justice, designed by Chris Giddens, against 10192 — Space Skulls, designed by Mark Sandlin. These sets had less success although they were very versatile and allowed for countless hours of space building. They also heradled a comeback of Space themes, which LEGO hadn't been producing for a long time.
10200 — Custom Cars Garage, designed by Joe Evangelista, Joe Meno and Stephan Sander, again well-known names in the LEGO community.
10025 — Santa Fe Cars - Set I and 10022 — Santa Fe Cars - Set II were designed by James Mathis (thanks to Erik Olson for reminding me of these two)


Also, you have to keep in mind that the line between high-profile AFOL and LEGO designer is becoming very thin, and some people have crossed that line (Pierre Normandin, for example). As such, can't it be said that the sets they design now are created by fans? Designers are fans in their own right!

Also, in addition of the fans-turned-designers, LEGO does invite fans for workshops from time to time. Theire influence on 10194 — Emerald Night for instance is obvious, if only for them pushing LEGO to make big train wheels.

So, the line between fan and designer is blurry, and that's for the better.