I want to find a relation of the form
$$ n^{n^a} = \Theta (n!) $$
I know and can reason fairly easily that $n^n$, where $a=1$, grows faster than $n!$, and $n^{\sqrt{n}}$, where $a=\frac{1}{2}$, grows more slowly than $n!$, so we can state the bound: $$\frac{1}{2} < a < 1$$ However, there appears to be no value in the bound, even in the limit as $a$ approaches $1$, that can make the exponential grow at exactly the same rate as the factorial. Is there no way to satisfy the above expression (in which case, why?), or have I missed something fairly obvious?
Finally I found some time to expand my comments into a complete answer. I hope this can give you further intuition.
Factorials and powers
A well-known approximation of $n!$ is given by Stirling's formula:
$$n!\sim \sqrt{2\pi n}\left(\frac ne\right)^n.$$
We can write the right side as
$$\sqrt{2\pi}\cdot \underbrace{n^{n+1/2-n\log_n(e)}}_{:=\,g(n)}$$
This means, that the best approximation of $n!$ of the form $n^{f(n)}$ is $g\in\Theta(n!)$. More precisely $n!/g(n)\to\sqrt{2\pi}$. Since $f(n)=n+1/2-n\log_n(e)$ is not of the form $n^a$, there is no best value $a$ for this approximation desprite maybe $a=1$ since $f\in\Theta(n^1)$.
Always keep in mind that the Landau notation $\Theta$ (and the related big- and small-O's) are just one way to classify function growth (a very useful one in reality though).
Function growth and hyperreals
You understandably wonder about how it can be that just going from $n^1$ to any $n^a,a>1$ suddenly changes the relation between $n!$ and $n^{n^a}$. Shouldn't there be some value $a$ which we can approximate, e.g. with binary search $-$ always checking whether $n^{n^a}$ is finally bigger or smaller than $n!$ and then adjust $a$ a bit?
Qiaochu gave another example: the function $n\log (n)$ is not in any $\Theta(n^a)$ for any $a\in\Bbb R$. So you can find this effect for simpler functions too.
Here is a reasoning on some other basis. Think of the powers $n^a$ as too coarsaly distributed in the set of all functions. I mean that from the point of view of all functions, there are huge gaps between $n^1$ and $n^a$ for any $a>1$. And these gaps are filled with other functions, e.g. $n\log(n)$. Here are some analogies which try to mimic this effect with numbers: