Picking absolute or singular favorites is never easy.
First thought was something like the Rez Trance Vibrator because it is rather unusual, and generally awesome to use.
But one of my old time favorites that I need to give recognition to is the Making of Landstalker book from Shogakukan.
Early on in my internet usage I became ware of the Landstalker Encylopedia and that became my holy grail of items to obtain.
It took me perhaps 5 or 6 years of searching before buying a copy. But during that search I became aware of so many other neat Japanese guidebooks and other supplementary game material.
The Making of Landstalker book was an accidental find and I had no idea what to expect. The pictures, diagrams, and clay models shown in the book revealed a whole level of craft which I never realized went into making a game. It was clear from playing Landstalker that it is a labor of love, seeing some of the work in progress in the "Making Of" book really enriched my appreciation all around.