Pictures, downloads off the 'net, researched documents (including an actual coroners report), scrolls sealed with wax, cheapo coins, little loot bags with a trapped/cursed item 'message', a bag of plastic Norse 'runes', etc. Research is big in our d20 Modern games; pictures of actual locations, newspaper clippings of actual stories that are 'covers' for surreal events in the game, schematics, maps, or satellite/high altitude photos downloaded of an actual location we're going to play in, etc add a ton of fun and occasional eerieness to the game.
My favorite was a message the GM casually handed me once, in character, from an NPC saying 'your friend <x> said you should read this right away' while this certain NPC was in a little monologue. It was tightly bound, and the material used to tie it was some kind of metallic ribbon. While opening it, I went "ouch, that thing almost cut me". As soon as I opened it, the first line said "This message is treated with a contact poison, with the ribbon having tiny barbs with an injury poison. Roll a fort save..."
For our d20 modern games, I have picked up some plastic toy guns just for funsies, and we happen to have a small collection of cheap hats that someone will occasionally use if it helps them get into character (one character is a cowboy-hat wearing Evangelical preacher, and the player wears a cowboy hat while playing him). Not necessary, but fun stuff to play around with to help you get into character sometimes.
We have tons of table/miniature related stuff that aren't exactly game props but really make for interesting setups and games, and we tend to be able to improvise most anything on the fly.