I like items that are too valuable to just throw away, cause more trouble than they are worth, but are still practically impossible to sell anywhere near their actual value. So far it seems that the player characters always fall prey to their greed when beset with such chances. One is now actually losing his soul to a such item. Great fun.
So far I've given the players alchemical stuff, a jade ring usable once to gain animal empathy towards snakes (for one empathy check only), slightly modified Ankh of Selkehet from Ruins of Hyboria and modified version of a scrying pan from the Pirate Isles, can't remember the name. This list might seem pretty big in the genre of Conan, but trust me, in the end it is certainly not worth the trouble for the characters. If they were smart, they'd just throw the stuff in Styx.
Oh and then there are books of Vathelos the Blind, which have caused obsession for both sorcerers and driven both a little bit mad.