First D&D product you ever bought. Do you still have it?
The first product I ever bought myself was the 3.5 Players Handbook. No fancy story here or anything; my father-in-law was the only one who had one in our group of about 6 players, so I wanted to buy one for myself and so we would have an extra one to pass around. Luckily now there are more copies owned between us so it makes it easier during play. I still have it and use it quite a bit when we play D&D, or my wife uses it when I'm running the game.