I would dream of buying video games, model rockets and RC cars. I actually only ever bought one model rocket but I must've read that Estes model rocket catalog thousands of times, dreaming about buying one of their model rockets!
In the end though, those items were all out of my budget. So mostly I just bought secondhand paperback books that I couldn't find at the library. That said, I think dreaming of those purchases helped me adopt a saving mindset!
What sort of stuff did you save up to buy as a kid?