Spent I don't even know how long farming a stupid Red Whelpling in World of Warcraft. I could have sold it for ridiculous amounts of gold but I decided to keep it because it was cute.

There was another mini-pet my guildies found for me that was a super super rare drop, some sort of tabby cat that could only be farmed by Horde and I was Alliance at the time. Somehow they managed to get it all the way to me and I was super grateful

(I looked these up just now and both of these have a 1 in 8000 drop rate, good lord)