I had the robot turtle figure! That was awesome..
Man, I was an action figure addict when I was a kid, but I can hardly remember any of them. One of my favorites was Hasbro's Star Wars figures. I got almost all of my favorite characters, I think my favorite was Dark Side Luke based from something from one of the comics, I think.
They released Earthworm Jim figures based off the cartoon series, I had Jim, Battle Damaged Jim, Psycrow, Peter Puppy, and I got Princess Whats-Her-Face for my birthday from my babysitter. Jim's head shot out of his suit!!! That was awesome.
But I'm pretty sure my big thing was Legos. Hell, I still play around with legos on occasion.
If I see a really cool figure I'll buy it and put it proudly on my desk. Recently I've had Fuhrer King Bradley from Full Metal Alchemist, Canti from FLCL, and a bunch of others I can't remember.
I also collect bobbleheads as a hobby, but that's another story.