I seem to have quite a lot...
My favourite things are a postcard from Bill Bruford sent to me in a hand addressed envelope and the message "Good luck in your drumming career" on the back, signed of course. There's a story - my then partner and I went to see Earthworks at the Royal Northern College of Music and I went to ask for an autograph, despite being aware of the great man's legendary grumpiness - he was breaking down his kit, but was REALLY nice, he said "sure" and asked me for a pen - we then spent what seemed like ages trying to find one before i thanked him and said maybe another time, because I didn't want to waste any more of his time. He was very apologetic. Unbeknown to me, my partner wrote to him asking or a signature, telling hem the story and he wrote back almost immediately. That's effort neither of them need made, and it is special because of that.
The same partner made it possible for me to attend Freddie Gee's Drum Academy twice and I still have my lesson notes from there, with signatures and messages from Gregg Bissonette, Steve White, Neal Wilkinson, Mark Mondesir and Andy Gangadeen - all of them, fantastic people - as well as some signatures and pictures of my fellow students from both times I went.
Loads of autographs from clinics and some sticks, either from clinics or in one case, caught in the audience ( Steve White, Buddy Rich tribute in Sheffield 2008ish )
I like memories.