I still pick up a few comic titles (esp. the new G.I. Joe, and I can't but help to follow The Mighty Thor), and gaming doesn't help me from not collecting Heroclix (for supers games), Mage Knight, LotR, & D&D minis.
Back in the big days of Ral Partha, I used to collect as many metal minis that I could. Have a thing for succubi....
I pick up toys from time to time--a LotR fig that catches my eye here, a D&D action figure that I used to have there, etc. Big "characters" that I'm very interested in getting are old favorites of mine--Snake Eyes, Cobra Commander, Zartan, Scarlett, Optimus Prime, Soundwave, He-Man, Skeletor, Thor, Batman, Joker, Spider-Man (esp. the symbiote costume variants), Iron Man, etc. Also a few obscure favorites too--Crystar, anyone?
Rocks--mainly crystals and the like. Really like amber, amethyst, rock crystal quartz, & some other stones. Like stuff that typically allows light to pass through it (to some degree), as well as having a nice, deep, rich color (and not overly pale or washed out).
Dice--though it's really gaming-related, I've got a fair number of dice to my name (my g/f has tons more). Mainly get black, purple, blue, silver, & orange, with the occasional "off" variety (like glow-in-the-dark green or yellow). I'm thinking about getting a set of the silver dice (think they'd be sturdier than the precious stone dice).
Wooden boxes--nice, well-made wooden boxes. Typically have felt or some other lining on the interior, are hinged (but lack any sort of clasp), and more often that not have a metal, stone, or other material inlay on the lid & sides. Currently most of my boxes are used to store my dice collection.
Weapons--mainly swords. Have a few to my name, but I'm intending to get some more as time & money allows. I'd love to get a zweihander (non-wavy blade), a basilard short-sword (Museum Replicas used to have one, but I missed out on the offer), a ball-headed mace (not flanged), an early-period rapier for a left-handed person (hopefully with a swept hilt), and some more one-handed swords (Viking-style swords, cruciform-hilt swords, etc.). Maybe a replica of a genuine double-bladed axe (& not a fantasy-style version).
Also would love to get a couple of suits of chain mail, as well, along with some helmets (an open-faced barbut, a sallet with a "bellows" visor, a basinet with a "klappvisor," a Viking-style spagenhelm, etc.).
Coins--currently have some U.S. coins, as well as a few foreign coins. I'd love to get some Isle of Man coins (w/ the Viking designs), as well as a genuine platinum coin (I think Russia issued some long ago). If I had the time & money, I'd go for antique coin collecting as well.
And, one of my favorite pieces of my collection: one of the Hammer of Thor replicas (full-size); it's one of the 1st few of the limited release. I haven't collected any LotR weapons, though I'm very seriously considering getting one of the Anduril replicas.