These are the amenities that i've gotten, from the hotels that I've stayed at, which I've really appreciated.

-toothbrush/toothpaste; shaving cream/razor (W Chicago City Center)
-free broadband Internet (various Hyatt hotels)
-a free bottle of water (Mandarin Oriental SF)
-shoe horn (surprising how so many hotels don't have these any more)
-complimentary shoe shine (Park Hyatt)
-bigger cups; I hate having to refill my glasses of water (W Chicago City Center has nice big cups)
-a set of silverware (I've yet to see a hotel that has this already in the room)
-free espresso machine (Swissotel London)
-bath robe (most hotels have this now)
-soap dish (I hate leaving soap on the sink counter)
-a nice stereo/CD player (Park Hyatt SF has Nakamichi stereos)

Things I could do without:

-sewing kit
-shower cap
-mini-bars
-hotel services binders (bulky and take up too much room on the desk); would prefer just a folder