Really good steaks. I like NY Strip cut at LEAST 1" thick and freshly cut. Hubby grills steaks perfectly and we eat quite a bit of it in the summer.
I also splurge on the absolutely best cookie in the world, Pepperidge Farm "Brussles".
Other foods include: Tea & Stilton Cheese from England, Olive Oil from Italy, coffee from Jamaica (for Hubby), and more cheese from every where else (we love cheeeesee!).
My dogs. Only the best as I breed and show them. Their food is pretty pricey as are the grooming supplies/tools that I use. You think you spend a lot on a pair of good fabric shears?
Books. Lots of them. Both traditionally bound books and books on tape.