Sherlock turning out not to be a failure is the greatest gift Jim ever got. it let him die in a measure of peace.

Tangible items - the music Yrael wrote for him, possibly. It was certainly a personal gift, though he's unsure of what he feels about having his personality transcribed into music. He's partial to the Kryptonite tie pin Tess gave him too, and the Westwood shirt Sherlock got him for Christmas. And the birthday cake Sherlock made him because looooool, Sherlock Holmes baking a cake. Perfection. :D

tl;dr - Jim is not used to getting presents that mean something, and he likes all of them.