I collect mini-bats from the baseball stadiums (mostly minor league) that I go to. They don't take up a lot of space, they're pretty cheap, and they don't wear out like a piece of clothing or a hat does. My uncle does a lot of woodworking, so he's made my son and I some cool bat racks to hang on the wall to display them. My one OCD is that I only want ones from stadiums that I've been to. A friend went to New York and brought me back a Yankees bat, and I thought "why the heck do I want this, I've never been there!" I accepted it with a smile and a "thank you". I even had mini-bats made for my groomsmen in my wedding, with the date and the phrase "Thanks for going to bat for us" on them, since we're all baseball fans.
I also collect pint glasses, which is getting out of control. My wife's uncle is a bartender, so he's gotten me a lot of them, plus I'll look for cool ones at flea markets and stuff. Running out of room to store them all.