First D&D product you ever bought, do you still have it? - Huh.... another difficult one. I have a very awesome set of supportive parents that bought me quite a lot of stuff, now that I"m thinking about it, I honestly can't remember if I bought anything when I was a kid. I think the first thing I ever bought for myself was probably a dragon miniature and a set of dice. Just going down the list however, this is what I got from who.
AD&D 2nd Edition (3 core books), Dragonlance Adventure, Forgotten Realms Adventure, and setting, dungeon masters screen. - parental units
Menzoberranzan Setting - my lovely wife.
Keep on the borderlands - free from my uncle.