After 40 years of life, 28 of them spent roleplaying, I've finally mostly figured out what "gadgets" I'll actually use if I buy them. Unfortunately, given my game-geekery, roleplaying stuff is the exception. No matter how much I visualize actual play or ask myself, "Will this be useful and used," I never actually know until we try it in play.
I have dozens of different play aids that sounded incrediblly useful, that just don't work out in play for me. (That old staple, the DM screen, is one of them!) Alea tokens. The bigger SteelSqwire templates (we use the smaller ones all the time.) Condition cards. Fantasy money. And on an on, all stuff that we tried desperately to get use from, and failed.
On the other hand, I'm also surprised by how useful some stuff is. (Not totally surprised, of course, or else I wouldn't have bought the stuff.) Dr. Wizard's Elevation Indicator, for instance. We use it every damned session. Open Mind Games' magnetic initiative board, best solution for init out there, IMO. And a few others.