I have a couple times. Usually only if the game is happening at my house, or if I know the other players will be doing the same. Let's see...
I had a wizard who's spell book I represented with my own book of shadows, I had a bard with a lute that was represented with a plastic Guitar Hero guitar, I had a barbarian whom I wore an eye patch while playing as, and I had a druid whose animal companion was one of my stuffed animals.
I also had (my most long-lived and successful character so far) an Oracle for whom I always wore my gothic lolita dress when I played her. I guess that could be considered my most expensive prop, since I wore it far more frequently at the table than I did outside the house. Eventually that game burned out, so now the dress gets less use. I still wear it out when I want to take the time to be fancy though.