Ah, where to begin...
Most of this stuff isn't here at my apartment but instead is stored at my parents' house, a two-hour drive away (I intend to eventually retrieve it all when I get a bigger place of my own), so I can't provide photos of most of it at the moment (though I might revisit this thread sometime for that), but here's a rundown of some of my favorites:
First of all are the actual Indy adventures themselves, in the form of various DVDs, laserdiscs and so on; it's all about the series, after all, and surely the cornerstone pieces of any Indy collection should be a set of Indy media relating his various adventures. I should probably also count the novels and comics and games and whatnot, too...
The soundtracks albums. I have a lot of releases, with a fair amount of redundancy as far as the movie soundtracks go; the most essential discs are probably these:
The Young Indiana Jones Chronicles, Volumes 1-4 - all four discs released by Varèse Sarabande back in the day
Indiana Jones: The Soundtracks Collection - last year's wonderful anthology from Concord Records
Raiders of the Lost Ark - the 1995 DCC expanded release (which still has an eensy bit of music not in Concord's more recent, more comprehensive release); I have not only the CD but the limited-pressing LP as well (which has a little more music still)
- and for rarity / curiosity value, a promo disc CD single of "The Raiders March," featuring a version of the famous theme; this was a promotional item distributed to radio stations for the release of Indiana Jones and the Last Crusade back in 1989. It has absolutely plain, generic labeling / packaging, but it is indeed an official Warner Bros. CD (since Warner Bros. Records released the soundtrack). I got it via someone I knew who worked at a radio station. It's the shortest audio CD I have, soundtrack or otherwise - just the one track, running 2:24.
Several Indy one-sheets. I love the gorgeous theater posters for this series, and I'm fortunate to have a few of them (some original, some licensed reprints or "restrikes"). I also have Kilian Enterprises' Raiders of the Lost Ark 10th Anniversary one-sheet, featuring Drew Struzan's artwork that was originally used on some of the foreign posters.
Aside from those, there's another Indy poster I'm particularly fond of, one of the licensed commercial posters. It's nifty in showing a very cool but different Indy "look" from the one we see most often - it has a photo of the very dashing Harrison-as-Indy in his swanky white tux at the Club Obi Wan, and reads "Indiana Jones" across the bottom, but instead of the classic Indy logo, the name is presented in Art Deco-style typography, apropos of the image.
The Young Indiana Jones Chronicles Viewmaster reels. There were Viewmaster reels for the original three movies, but just the "fake 3-d" type where they take ordinary 2-d photos and make "cutouts" with them to simulate 3-d scenes - not nearly as cool as actual 3-d photography (it's also just one set of three reels covering all three movies, so just one reel - a measly seven pix - per movie). On Young Indy, though, Viewmaster actually had one of their own company photographers on the set during production of "British East Africa, September 1909" - they often have their own, specially-taken photos for some of their licenses and other projects - so there's a whole set of 21 cool 3-d images covering this one episode of the show, and the images are ones created specifically for this one item of merchandise, so they're not just 3-d versions of some of the same publicity stills one sees used over and over, but images unique to this product. It's really cool.
Indiana Jones LEGO sets. I've been (back) into LEGO for years now, and Indy was my #1 fantasy license for most of the past decade when they were doing Star Wars and various other, less successful licenses. I've been doing my best to keep up with the theme, and have gotten most of the sets so far, and certainly hope to be able to get all of them (and duplicates!). The minifigs are great, and the models are actually really well-done designs, yet with plenty of room for satisfying creative improvement and improvising. This line brings me such joy. While I understand the frustration of the Hasbro collectors, I have to admit I can't really empathize; I can't imagine a cooler, more charming and just plain fun Indy toy line than this. The only thing better could be seeing it extend to include everything I'd ever want to see in the LEGO Indyverse, and hopefully we'll get at least some more sets next year...