A Logitech joystick (meant for flight simulators and such). I figured I could replace my WASD setup on the keyboard with a really nice ($90) joystick, for playing Call of Duty, MOH:AA, etc.
I tried, and tried, and tried... but I cannot get the hang of using it, and I always went back to the WASD after dying a dozen times. I finally just gave up, and realized that it really is only going to be good for mech/flight/simulator games... genres which I don't indulge in. It now sits on the top of my desk, gathering dust.