I'm with lamentingenvelope on the souvenir programs. I used to buy them at EVERY show, but I stuck them on the coffee table and never looked at them again. They are mostly glossy photos without much else of substance. I do like a little momento of each show, however, so I've started buying the lapel pins. Less expensive and very small so packing is no problem.
My most "useful" items are show t-shirts since I actually wear them all the time.
"Do you know ChrisLovesShows?" "Yes. Why, yes he does!"