The only thing I buy nowadays is soundtracks. And even then, it's only for a select few games. My most recent purchases have been Mass Effect 3, Journey, To The Moon, and the Indie game Music bundle that had something like 15 soundtracks in it. The Fittest soundtrack by Zircon(Andrew Aversa) is a standout.
I used to buy, and still own, all sorts of jrpg music. Everything Ys and Final Fantasy, including Japan only stuff.
For the longest time I collected T-shirts, and still get a new one on occasion. It helped that I worked at Babbages(pre-Gamestop) for 5 years. I had one for Symphony of the Night, Ocarina of Time, and others.
I also still have a random collection of guides, toys, etc. in a box somewhere.