I usually take toiletries, and then use them at home. It's been a LONG time since I've actually bought shampoo, conditioner, or lotion! I also usually have a hotel mouthwash bottle or two on me, refilled with listerine, as I prefer it to chewing gum.

If they have other amenities at hotels, I might snag them - things like sewing kits, for instance. I also take shower caps for my wife.

I'll hang onto hotel keys if they're interesting. Some NYC hotels change them every now and then to reflect current Broadway shows, so I'll take it if it's something I haven't seen before. Other hotels have unique keys. Of course, they usually end up going to my kids and eventually lost

I've taken several business class amenity kits.

I used to take hotel pens and paper, but not so much anymore (again, unless it's particularly interesting or unique). Most hotels have done away with stationary and envelopes, which I'd always take.