Books, movies and vinyl. The vinyl collection is a slow grow and is only into its 4th cubicle on my living room case, but the DVDs and books have taken over my home office. 5 shelving units double stacked. Wifey says my collects now owns me. Sure my book collection doesn't hold up to others who are avid readers. This year i did buy myself an autographed Bukowski book that also has a small drawing of his. Probably the only book i own that is for proper collecting and displaying.
Also have a habit of collecting knickknacks from travels. Lots of stuff from India on display in my house. One cheap souvenir to collect while traveling is bar coasters. I have stacks of them from many countries. Most of them I know which country they were from and what trip of mine and year i got them.
I have a few WWII pieces that are mostly from what i got from my grandfather. His battle helmet is on display in my office. The Luger he brought back is in a lock box. He ended his service at the famous Eagles Nest and in his storage box I found a ceremonial Nazi flag that he and his American combat buddies all signed. It's pretty cool, but not exactly something you can display. Not sure if there is a tasteful way to display it.
My U2 memorabilia is probably considered small by the standards of this group. Lots of books and deluxe editions of albums on display but i have stopped buying them after i got the expensive edition of i.e. Live in Paris.
I do have a small piece of the actual Joshua Tree (yeah, I'm that guy) from when wifey and I found it on our drive to Vegas to get married (i know- i've told this story many times before), some ticket stubs, and silly things like the One plastic bracelet they were giving away for the i.e. tour.
I do have some autographed posters framed on my wall from musicians and celebrities, most of which i had signed for me in person except for the older celebrities- Henry Rollins, Ice T, Old 97s, The Get Up Kids, Britney Spears, Corey Feldman, Sophia Lauren, Jayne Mansfeld and a Bono one that I bought which i'm not sure is legit.