I picked up a pretty nice mink blanket towards the end of my first hitch in OIF 1, and have brought it with me for every trip since. Not only does it keep me warm, but it adds a splash of color to the cot/tent/hooch.
Someone I know of in the EOD community brought a "pump" with him on a Bosnia rotation (he was in Bosnia when 9-11 happened). Said EOD tech was not about to surrender it at the amnesty point, or the trash can, or anything else for that matter. Nor did he try to hide it. It was sitting right on top of his clothes when the customs inspector came through.
Inspector ---> "Whose belongings are these?"
EOD tech ---> "Those are mine."
Inspector ---> "What the hell is that sitting on top of your PT's?"
EOD tech ---> "What does it look like?"
Inspector ---> "That's not a.... oh, God, it is....."
EOD tech ---> "Yup, that's EXACTLY what it is."
The inspection had just begun when this little interchange happened, and only lasted another 5 minutes afterwards.