It all started off of course with the LotR trilogy plus The Hobbit. I first read from my mom's books from the 1960s, and she bought me my own copies (the ones with the movie covers) so I wouldn't wear out her's. I must say, my books are pretty worn out by now.
Then I bought The Silmarillion for myself followed by Sir Gawain and the Green Knight (which I haven't finished) and The Lays of Beleriand (which I haven't even started).
A dance teammate gave me Bilbo's Last Song and a past roommate gave me Unfinished Tales as a Christmas present. I was very happy with that gift and have been meaning to get around to reading it...sadly I haven't yet.
My dad also gave me his copy of The Hobbit (or rather, I asked for it), which is an old book printed in the late 1950s (I think) with Tolkien's own illustrations. And then when I was at a book market in Amsterdam, I found a 1st US edition of The Silmarillion. Would've preferred the 1st English edition, but I can't be picky...so I bought it for 15 euro.
That's it so far for the books...I'm ashamed that a few have remained unread in my bookshelf for years.

I have too many books to read...
As for other items, I have a really cool framed holographic map of Middle-earth. I remember I was looking for movie poster and found that instead...so much better. I also have a replica of Sting, a miniature of Glamdring, a Nenya replica, and a crystal paperweight of Minas Tirith. I wish I could have more Tolkien related weapons, but unfortunately they're too expensive...