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.
My first guitar and amplifier. I was 19 and had just worked the Christmas season in the food court of the local mall. It was absolute hell. But my reward was a ibenaz Gio and a micro cube amp for about $300 total. Both pretty shitty but that was the first thing I bought that I felt I really earned.