Interesting question:)
The HP-41c is one legendary little piece of machinery as is the HP-12c I am using since my college days in the mid 80's.
Of the newer gadgets, I would have to say that the iPod has got to be the coolest device I have ever owned. It is small, powerful, easy to use, provides a service that only some years ago would be unfathomable (having ALL my favorite songs in my pocket and being able to play them anywhere including my car, my home stereo, etc).
Of all the Macs I have owned (6 in the past 12 years) the Pismo I have now is the best one I have had, even though I am considering replacing it with one of the new Aluminum babies. (lust got the best of me!)
Finally, one non computer device that has proven itself to me in the past 6 years is my Breitling Aerospace watch with its (many) functions controlled by a single button.