Cata and Sam are hard to come up with particular objects for. Knowing Cata, it'd probably be a favorite poison-pill ring. It attracts the opposite sex, but only such members as you'd rather die kill than sleep with.

Sam, meanwhile, probably has several. The sword he beheaded Mizzamir with, while not his, is practically an Artifact in canon, being a magical sword whose purpose is to kill. (It was the weapon to hand, okay?) Otherwise, his never-miss ability would rub off on several of his throwing knives and darts, and the cloak he used during the epic quest probably picked up some of the Shadowslipping stuff (this is an aspect of canon I haven't really played with, but basically you can move around within the world's shadows); the downside there is the longer you use it, the less you want to come back to the real world.

Claudia has created several Artifacts already, and improved on some others. Among the ones to her name: electrified handcuffs, hologram projector, laser mic, Tesla grenade.

Apollo likewise has several things in Warehouse canon that could be attributed to him, though whether he actually created them or the belief of his worshipers did the work is always a good question. What they do depends on which one you pick up, given the breadth of his domain, but they probably all give you an insufferable ego until they're taken from you.

I maintain Imp used an Artifact to unleash music with rocks in it on the world (and after the last round of Plot With Rocks In, it's in the Warehouse). His harp is also well on its way to becoming an Artifact, though I'm not quite sure what it does.

Regulus... I'm not sure. (Whatever it is, if we go by canon the downside is that you do something really stupid on behalf of a house elf.)

Red's cloak, obviously. Though once again I'm not sure what it does.