Because my guy lives in a country where sex toys are not exactly plentiful, and because I have an account with Eden, I do the sex toy collection. Sometimes he's involved in picking them out; I like him to pick out the toys he'll use to "punish" me or "possess me"--the crop, the flogger, the paddle, the collar...that kind of thing. But I'm usually in charge of the other accessories to the bedroom. I like him to pick out lingerie for me sometimes, but I also like surprising him.
But, if he got the urge to get something for me, I'd be flattered at the thought. I'm not a huge vibrator fan, though. Most of the stuff I get these days are BDSM related, lingerie, and anal toys. He's my favorite thing to play with in the bedroom.