I love getting buckles and chairs, but the problem with them is the big show kids who go to show after show and win big generally already have quite a few. But even still, I think they are great. Jackets are also nice.
For class winners, I find that rosettes are nice for the day, to hang up in your stall, but most people just end up throwing out the small ones (1st, 2nd, 3rd, etc in class), so I really like to win supplies.
For example, I was at a show where 1st and 2nd got cash prizes, 3rd got a can of glue, 4th got a can of show sheen, 5th got a rope halter, 6th got a neck rope.
I find that awesome, because you can never have too much glue.
So things like glue, show sheen, final bloom, show foam, clear choice, etc.
And for division/champion titles, stuff like show combs, show halters, show sticks, clippers, blades, etc.