Given my room is next to a first-story window and therefore I can just toss a bunch of stuff out, I'd likely save my external (backup) hard drive that has everyone on my laptop and desktop, my 3DS, my backpack of Magic cards. My safe (though it's supposed to be fire-resistant), and I'd try to get my other gaming systems out. Maybe my signed LRR DVDs and posters, Pinny Arcade pins, etc little things that aren't easy to replace. Worst comes to worst, I can jam most of it in my backpack. If I had to choose just one, I'd cheat and throw the backpack around my arm and grab the harddrive as I dove out the window, action hero style.
Going for my full house... I dunno. I really don't have any 'prized possessions' or anything that's really close to me. I'd be super sad to lose my movies, games, etc. And, of course, I'd be super sad to lose my home and everything in it. But a lot of my games are on Steam anyways. Those that aren't, at least I'd have the save files the way I just mentioned. Some of the bigger things I'd want are the arcade machines, but I wouldn't be able to get those out even if I wanted to.