Ok, I have a few:
First up, my Samba de Amigo plushie. I'm a total Dreamcast fangirl and a sucker for videogame plushies, so this was a must-have for me. Besides, who doesn't love Samba?
Next we have an ammunition bag from the launch for the original Halo. I used it as a purse for a long time, but then shelved it when it started to show signs of wear. Got a lot of attention for this one, plenty of offers to buy it, and one marriage proposal. Seriously.
Left 4 Dead mints. 'Cause, you know, the undead? They're kinda stinky. And last, but not least...
One of the jewels of my collection: a DS cart with a promotional trailer for Twilight Princess on it. Nintendo handed them out in press kits at E3 2006, but ran out on the first day of the show.