Sketchbooks (either 5.5" x 8.5" or 9" x 12") - Preferably the Canson brand (as I like the paper quality, and the pages are perforated), but anything that's spiral bound and relatively heavy weight paper (65# or better) .
Pens and Markers - I've been mainly using Faber Castell Pitt pens for inking, mostly the Superfine and Extra Fine sizes. I also like the Pentel Brush Pens and Sign Pens.
Pencils - I can always use more watercolor pencils & colored pencils, as well as non-repro blue and red lead for mechanical pencils.
Paper - The best would be Strathmore brand bristol (higher quality if possible), 18" x 24"; or Canson Fanboy brand bristol, 9 x 12. I can also always use water color paper (140# weight at least), either pads or preferably blocks (sealed pads of paper).
Paper Cutter - Jenny and I could both use a good quality one for arts and crafts stuff. Preferably one big enough for large size paper, like the 18" x 24" sheets at least.
Flat File - This is definitely wish list material, as they are usually ridiculously expensive, but I suppose there's always a chance of someone finding one used or on clearance somewhere. These are the large thin drawers for storing different types of paper and artwork.
Books - Besides the ones listed below on my Amazon wish list, I'm always on the look out for reference books, particularly ones that have lots of pictures that I can use for reference in my art. I've picked up a few great ones in the bargain sections of Borders and Barnes and Noble (weapons, ancient Egypt, Samurai, etc.) for fairly cheap.
Miniature Cases/Storage - Most miniature carrying cases are horribly overpriced, but all I really need is more storage space. The best option would be the red foam inserts for the Games Workshop carrying cases, which are available separately from the U.S. GW web store.
You can check out the rest of my Wish Lists at Amazon.com: