I know that 'Accessories' is a broad category. I will probably have to sub-categorize at some time. Until then, I will list here the accessories that I use/have used/want to use. Please remember these are just my opinions, others will have theirs, you'll have yours...
NORCAL Keyer Kit - This was my first accessory. I figured that I needed to start practicing CW and I saw someone else with one of these. A joy to assemble. You can get the kit or $16. I'll put a picture of the completed kit later.
MFJ Iambic Travel Paddle - This was my first paddle. I love this little dude, talk about portable... The first one I ordered broke, I called MFJ and they replaced it with no questions asked. I'll definitely order from MFJ again. The assembled paddle costs $19.95
Palm Paddles - These have to be the coolest travel paddles available. I saw KD5SHM with these magnet-mounted to an Altoids tin full of pennies. I gotta get one of these.
Byonics Tiny Trak 3 - This the coolest, smallest interface that I have seen. Hook it up between your radio and a GPS and you are ready to enter the world of APRS (Automatic Position Reporting System).
Kantronics KPC3+ - This is a TNC (Terminal Node Controller) and is probably easiest to describe as a radio modem. Hook this between a radio and a computer (or other input device) and you are sending data over the air. Many people are using this to do email in emergency situations.
The Island Memory II - I was encouraged (strongly encouraged...OK threatened into) to take part in the November 2005 CW Sweepstakes. I realized very quickly that if you can't key that well yet that you could use a CW Memory for a good portion of the contest exchange. I built this kit after the contest to get ready for the next one. Altogether I think the assembly took mabe 45 minutes for soldering, and probably an hour to get it mounted into a plastic box.
The Garmin eTrex - This is the best entry-level GPS device! (At least in my opinion) We used the eTrex during the January VHF Contest to keep up with what grid we were in and where we needed to point the yagi's. Make sure the one you are looking at has at least version 3.0 of the system software.