I collect things made of metal: parts of machines, gears, ball bearings, springs, pistons, and other things which I can't enumerate or identify but which I find asthetically pleasing somehow.
Also old bottles, chunks of thick glass, vacuum tubes, and other randoms things I find on the ground or elsewhere. To really be a part of this collection something has to be found, not bought.
I also went through a phase where I collected cut-out pieces of product logos, advertisements, packaging, stickers, signs, etc. I collected anything I could find which could be put in a new context and given a new meaning, for example, the "no dumping" sign that currently hangs on my bathroom door.
I also collect coins, but not in a serious way. I only collect ones I happen to find in the normal course of my day which are somehow different, unique or rare.
When I was a kid I always had a bit of a fascination with anything spherical, so I ended up with a bit of a ball collection.