My favourite Nintendo paraphernalia hasn't actually arrived at my house yet. I saw both things here, but you can buy them at play-asia.com and a number of other places...
The Legend of Zelda: The Wind Waker Gashapon figures. Someone I know keeps these all over his computer monitor at work in different poses. You can move the eyes n stuff!
and..
Mario Stage thingies from Unifive, also available at play-asia... Nice 3D pixelated dioramas!
That's a link to Wizzywig's list of Nintendo-related toys and products they carry. I think it's a pretty decent list though a bit expensive.
I purchased Four Swords Link figures a few months back and those are awesome. Just like the Wind Waker Gashopon figures except they are all different colored links and each comes with a unique accessory.