The obvious things as you get older might be a house or car but I'm aiming for more self-indulgent things here.
I would have to say the most enjoyment I've got out of a self-gift is my Kindle Paperwhite. The battery lasts forever if you turn off wifi and constant ink refresh and I've read many books I wouldn't have even looked at if I was restricted to real books. Close second would be the computer I built myself and more recently the bike I bought from the local second-hand dealer.
I love my kindle as well. Even connects to my county libraries website and lets me grab whatever to read.