I've a bunch of the usual autographed picks, basses CD's etc etc but my fave, purely for comedy value is an end of tour present a couple of years ago.
After we finished working on the Bigger Bang tour in 2007, i went straight out on another tour for a few months.
A couple of guys were on both tours and had mentioned something had turned up from the band's guitarist as a thank you.
They refused to say what it was, saying that the comedy surprise would be ruined, the only hint was that it was something that i'd never buy, never need, won't have a use for, yet i'd be gutted if i lost it.
It turned out it was / is a motion sensitive talking 3ft model of Keith Richard's character from Pirates of the Caribbean, complete with personal note from him saying thanks and merry christmas..
The missus hates it as she says it's creepy and also talks every time someone walks into the room and she cr@ps herself when it does it.
The said figurine was delivered when i was away, by courier, and my flatmate's brother was in my flat at the time and the smartly dressed delivery driver just handed him the package and said "can you make sure this gets to the addressee, Keith Richards won't be happy if it doesn't"... and then simply left, leaving my mate's brother with a very bemused look on his face!
Obviously i'm not Keith Richards mate, just a member of the (massively massive) tour - someone else clearly stayed up all night writing out all of the the "personal messages" - but hey, it's different!.