I would have to say that my favorite hardware would be the voice recorder. If one has nothing else, that's a good place to start. Those can be purchased for under $40, and it makes a great addition to any collection.
Once you have that I would get some added accessories to complete that particular vein of your tool kit. These accessories would be an external microphone (clip-on) with a wind screen, and then a splitter (L/R spliter) and then a magnetic pickup.
My second, third, fourth and fifth favorite addition is a tiny keychain infrared camera and a little infra-red flashlight. Those two things will take you a long way towards collecting data. I have several of them, and for relatively cheap you can record video in total darkness from several angles.