Rounding out my classical collection. I sat down and made a huge list of all the works I care about from all the composers I care about and figured out what I'd have to buy to complete it. Then I went out and found the best recordings, according to my tastes, and purchased them. Actually, I still have some Beethoven and some keyboard works of Bach to get, but that can wait - can't do it all in one go.
Really, music is the only thing I love and spend money on, and I make a fair amount of money, so this wasn't a big deal. I don't own a lot of things. I don't care about having lots of expensive clothes or antiques or electronics, and I never go out, so aside from keeping myself alive, I don't really spend money on anything. My musical instruments, CD collection and library of sheet music are the only material things I consider important. With the occasional exception of video games