I have "three". One is the 3.0 PH I got at GenCon 2000 signed by Gygax, Arneson, and all the authors.
The other is a complete collection of Dragon Magazine, start to finish, including all the issues of its precursor, The Strategic Review.
Third is the collection of over 1500 minis I have.
Though it would hurt VERY deeply to part with any of these, if I had no other choice that is probably the order I would also part with them in, and also the order of their actual cash value. For sentimental value the Dragon magazine collection is tops though.
Runner up is the photocopy of Holmes Basic my DM gave to me which is the VERY FIRST thing related to D&D that I ever owned.