Hmmm, I have a fair few things - beyond games themselves I tend to get Soundtracks & Artbooks mostly, but if we're talking more gifty, aesthetic type things I'd say my Shenmue Jackets:
I don't really go out and buy fan type clothing beyond the occasional T-shirt, but as soon as I saw these I had to have them! I got the lightweight jacket on eBay this year too and I think that ideal and wear it out on most days
The other feature I shouldn't ignore is the Final Fantasy IX stand on my PS1 shelf:
One of my bigger rarities considering it's not typically something you can buy, snagged it off eBay last year for a very generous price! As soon as I saw it I knew it would be perfect for my PS1 shelf