Here's a link to my "Things to get" page. Mostly it is a media self-reference. If there's something that seems interesting to get, I'll try and remember to put it on there. Sure I'll never have the time or resources to empty the list, but this way if I feel like getting something I can check out the list and decide whether there's something else I'd rather get for the same amount.
That said, recently I've been able to fulfill more of my own game and movie requests than ever before. Some sort of random gaming memorabilia or old hat or whatever other weird thing would be enjoyed at least as much.