This may be bending the original rules a bit, but my most expensive purchases were all BPI Gold record awards. I bought each of the seven Smiths BPI awards in the range from $375 ("The Smiths", as presented to Rough Trade Records, price reduced since it was damaged in transit) to $1500 ("The World Won't Listen", as presented to one of the lawn mower parts).
I must've paid $200 for the "My Love Life" jigsaw puzzle, as well.
The most expensive CDs I bought have been the radio shows (all in the $100-$200 range) and that weird two disc publishing set, released in a hardcover booklet. The first disc is Smiths songs and the second is Smiths covers by other artists. I think that ran me $250. Has anyone else seen one of these for sale?
(Years ago, I had acquired multiple copies of the "That's Entertainment" CD for less than $20 and I gave them to a couple of band members who didn't have them. If I'd have held onto them, I'd be a millionaire!)