I actually have the Sackboy plush, he's pretty big!
When I was younger I always wanted some of the Final Fantasy jewelery, but as an adult it looks pretty tacky. Some of the figurines do look pretty nice though, especially the replicas of the Highwind from FF7.
I would certainly love to own more physical soundtracks. I own some Sega RPG's ones and some Sonic ones, as well as FF7/8 from years ago. I've always wanted more Sega t-shirts as well, but I would probably have to make my own. A custom Rez t-shirt has always been on my mind
I'm not really into Anime, so there isn't anything there that would interest me, but the local Anime shop in Newcastle does a ton of Anime merchandise as well as some gaming stuff, mostly Nintendo stuff like Mario, Pokemon and Zelda, Final Fantasy stuff and some Sonic stuff also.
I am actually a big fan of swords. Swords are cool. I own two swords, one is supposed to be Robin Hood themed. You can get some nice video game based replica swords. Here are some that include Anime ones as well:
http://www.heavenlyswords.com/home.php?cat=259
There are always nice replicas of the Master Sword from Zelda.