Just a warning, this may sound slightly obsessive. (sorry, I couldn't find any winking smileys)
I've got this sort of MM shrine going in one section of my room at home. I'm afraid most of the physical objects I can remember off hand are from s2, but...
I have one TV guide, for GtaT, but most of the stuff is references or stretches. For example, a dollar bill (owls/roosters), dice (TTIN), halloween pins of a ghost and a pumpkin - personalized with a red sharpie, a horse on which I wrote 'Broken World', a syringe (empty, always was, the kind w/out a needle), a set of Russian nesting Santas someone gave me over a decade ago(Matroyshka), one of those Cinco de Mayo skeleton head rings (Skull & Bones), a little centipede - I swear Frank was playing with one in Catherine's office for just a second in Siren. I also have 522666 written on a piece of tape on my phone...
Then some more general things like handcuffs, a few butterflies, angels (a lot of those for someone who's completely areligious), little toy snakes, some old toy locks and keys (TWWW), etc.
I have this pair of old cheap sunglasses on the lenses of which i wrote a whole bunch of Millenniumistic words - kind of a Lara halloween costume. The thing's in a corner and both walls are covered with pictures that reminded me of MM, eg a sunset, as well as a bunch of artwork I've done with MM themes.
Oh - and i have 2000 written out just below it. (I also have elsewhere 2063 written by Mars in a solar system as both a SAAB and more general MM reference.)
So basically I have a load of crap but themed crap. There's certainly more there; this is just off the top of my head half a country away. Apparently I also have waay too much time on my hands