If I have one collectible I regret not keeping it would be Bantha Tracks issues. I subscribed to Bantha Tracks as soon as I heard about it. I remember getting a special patch and pencil, but more importantly the newsletter.
Bantha Tracks was how I knew I wasn't alone in my Star Wars love. It was how I learned about the Empire Strikes Back for the first time, what collectibles to look for in stores and about other films George Lucas was involved in.
Alas all I have left of my Batntha Tracks is a sticker that I slapped on my Empire Strikes Back sound track.
The Internet and Star Wars Insider have mostly filled the role that Bantha Tracks once filled but I will always have fond memories of the newsletter.