I know it's a silly RPer thing, but I try to pay some attention to how my characters look in game. For example, I still haven't gotten the Shave and a Haircut achievement on my Death Knight because I think he looks pretty cool and very much like he should as a character and I'm having a hard time changing it, even for an achievement.
Another thing I do as a result of this is do varied and esoteric quests to get gear that MIGHT look good on me conceivably. Some day. Possibly. My Hunter has a full set of black leather armor in case she ever has to, I don't know, join an RP night stealth strike force, I suppose, and a torch in case she needs to lead an angry mob or something. It's a little obsession.
Still, there's a few vanity items I'm still trying to track down. For example, I'm still trying to find a pair of solid blue jeans. Rancher's Trousers come first, but they're shorts and whatnot. Of course, what I really want, I am pretty sure doesn't exist: An item that will turn my Death Knight's Ghoul into a Geist. It doesn't need to grant it any special abilities, Geists just look cool as hell, and definitely much more worthy of serving a Death Knight than the somewhat dull-witted nearly-rotted-to-nothing Ghoul. Uh, no offense, Wormslobber.
So my question for the day is this: Do you have a vanity item that you consider integral to one or more of your characters? Have you kept old drops and quest items tucked away for a rainy day just in case you need to look really good and/or weird? And what type of vanity items are you still trying to track down or would love to see implemented?