We have some little plastic pirate ships from demoing 'Pirates: Constructable Strategy Game' that are pretty cool. Not enough for a game, but cool nonetheless.
The 30th anniversary of DnD came with a lot of swag at Gen Con that year...plastic cups, tshirts, canvas bags, mouse pads, dice, posters.
WotC gave out lots of their miniatures during some years and we snagged one or two each time we ambled by their section of the dealers hall, so we have quite the collection. Very handy when you need 10-12 random baddies for a combat.
I've gotten a couple of metal minis at Gen Con too...I think the first year I attended Meg and I (at least I think it was Meg) were killing time and went to see if there was space at the Reaper Miniatures area for learning to paint minis. Only there was a huge waiting list, so we put our names down, picked out the minis we wanted and then ambled away shortly thereafter minis in hand.
Oh...and I found a great quote by Rich Burlew on the BreakKey experience...
Break Keys, quite possibly the stupidest and most brilliant game ever. You basically take two little plastic keys, stick them together, and twist. One breaks and loses; the other doesn't, and wins. That's it. Nothing else. Pure genius.
Rich was one of the participants in the drinking and BreakKey fest discussed in one of the other threads.