Comics (tho I've slowly been moving to trade paperbacks)
LP's, it's something my uncles and dad got me into. I'm a fangirl of Zappa and the Gorillaz.
Shooooooeeeessss... Yes, I have an assload of shoes.
Laserdiscs, again, something else Dad got me into when I was a little girl.
Collector's Editions of video games. I get all giddy when a game I've been looking forward to gets a bitchin collector's edition.
Statues. Specifically; Batwoman, Baroness, Witchblade/Angelus, Scarlet Witch, Emma Frost, Jean Grey and Black Cat.
I guess my cosplay costumes count as a collection too. I'm working on a Lightning (Final Fantasy Xiii-2) and a Scarlet Witch right now.