Big Damn Sin City. Fell in love with it the moment the delivery lady struggled to hand me the parcel. Iron Man by Busiek, Sleeper omnibus, Daredevil by Miller, Ultimate Spider-man. Content is usually the determining factor in what makes them prized to me.
I also have Heroes Reborn Iron Man #1 in a small plastic box that would be the one comic related item I'd take in an emergency if I had to pick just one. It wasn't my first comic but it was my first IM and my love for the character has been a large part of my life ever since. I still make a habit of reading that copy once every few months even though I own the tpb of the whole series.