I know that everyone has that one thing (or things) that they just wont get rid of. There are probably things we have wished we would have kept as well. As for me, Im not really a collector per-se, but I do have a buch of crap.
Number 1 has to be pets. I dont know that I own any pets on my paladin and I only have the Gold Medal Pet on my Warlock, but on my Warrior I have Willy, one of the Crocodile Pets, a cat, the macaw, and a few others. Do I really need all of those pets? Do I need to have linken's sword and boomerang in my bank? Not really, but that is a damned cool reference to Legend of Zelda.
There are other things that I wish I had kept. On my warrior, I wish I had saved my Tier 0.5 pieces. I worked harder for those than any epic that I currently have and vendored them the first chance I got (aka when BC made greens way better than pre-BC blues).
For some of us, we collect things for nostalgia. For others it can be a form of end game. Their only purpose it to obtain all of the pets that they can. I remember reading a blog where the Author was attempting to collect every type of cheese that could be found in-game.
So, what do you horde?