Wade's Superior Drake/Dragon Armour set - DA:O, crafted for my character (and I agree with Rawr that Wade ahd Herren were awesome merchants to deal with, which made the commissioning aspect *fun*) out of a trophy component (High Dragon scales). Why I like it: Specially crafted armour is a good RP element...and it makes sense a character would purchase his/her own armour rather than, say, try to squeeze into the Legion of the Dead Armour when it was fashioned for a dwarf, and you're a human.
Starfang - DA:O Soldier's Peak DLC. Like the armour above, specially commissioned from a component I found. Why I liked it: The blade has been forged and balanced for my character's hands, and I get to make it legendary rather than wielding a weapon that already has its own legend. Plus it looked pretty sweet

I wish it had transferred to Awakening.
To a lesser degree but the same reasons - all the other craftable weapons/armour in Awakening. It was more annoying trying to get all the components though, and Vigilance's skin not working properly took the shine off.
Reflection - An amulet in DA:O. Received in the Urn of Sacred Ashes quest from a ghost from the PC's Origin. Why I like it: Despite the broken healing bonus, I *loved* this item purely because of how you get it in game -- through roleplaying. Because of that and the item description, my
Cousland wore it all the time even though the bonus could have been trumped by just about any other amulet.
Adaia's Boots/Fang/(Cousland) Family Sword/Aeducan Shield/Other Origin-specific Items - DA:O, received in Origin (except Fang - received from CE's father after Unrest in the Alienage). Why I like them: Because of roleplay. My
City Elf Rogue never went without her boots, even though they were Tier 1. Weapons my characters kept but for combat reasons didn't use. :/ I wish these weapons could have scaled with level, but eh. I kept them for character sentiment.
Warden's Oath - DA:O. Received from Duncan and Alistair after the Joining. Why I like it: For sentimental reasons...because of roleplaying.
Robe of the Notorious Pirate - DA2, found somewhere on the Wounded Coast IIRC. Liked it for my female mage in DA2. Because it looked better and less conspicuous than bloody mage robes. No other reason. Heck, I stayed with my Kirkwall starter armour for half the game to avoid robes, and shunned the Champion Armour too.
Yusaris - DA:O, found in Circle Tower. Why I like it: I dunno, it had a cool name, a neat description, and I had to fight a pretty nasty battle to get it. It was my Cousland's primary weapon until Starfang, so I have a soft spot for it.
The Rose's Thorn (dagger) / Shadow of the Empire (armour) / Felon's Coat (armour) / Other - I liked many DA:O/A items just for their descriptions. If they fit the ideas of my characters, they used the items.
Nothing else stands out. I picked the rest for stats, but wouldn't remember the names unless I looked them up. The items that stay with me are those that had nifty descriptions and became special due to roleplaying.
I like, much less remember, very very few DA2 items, even if they were given by characters (eg. Warden's Promise ring) because we simply know nothing about them. Not what they look like, what their histories are, just a vague 'made from material X' and 'list of stats identical to some other ring' and 'star rating'. They were ultimately forgettable for me and my characters ascribed no sentimental importance to them. The only item I held on to was Ser Wesley's Shield, for Aveline's sake.