I have some strange quirks when it comes to how I play WoW. Perhaps I'm a little bit obsessive, a little superstitious, a little quirky. The biggest quirk I've found is this:
Every toon I have ever made that has ever gotten a Rabbit's Foot keeps it (or more likely a stack of varying sizes). I don't ever put them in the bank. They must stay in the character's bags. If I run out of bag space I will delete anything but the Rabbit's Foot. I highly doubt this brings me any real luck, but it's just something I do, and something I will never stop doing.
I keep other odds and ends from time to time as well, depending on the whims of the particular toon I'm playing. All of my Death Knights have been particularly fond of hanging onto Mind-Soothing Baubles, perhaps it makes them feel better after all the slaughtering of innocents. My very first Archaeological find was a Necklace with Elune Pendant, and I think I'm going to hang onto it. I'm also quite fond of collecting miscellaneous books. An Exotic Cookbook is among my prized possessions. And of course you all know I'm quite fond of playing dress-up with my toons. The clothing collections on some of my toons is just staggering.
Beyond collecting I have quirks about how I level my toons.
I absolutely refuse to leave a zone before I've completed it. I didn't always do this, and found my understanding of the storyline to be decidedly lacking. Perhaps I'm over-compensating, but its what I do.
I also feel uncomfortable if I level a toon beyond what they are able to do with their professions. I end up having a nagging need to go fishing, mine some ore, or pick some flowers. Now that these activities provide Exp, I find it that much more uncomfortable to level with a friend. I'm learning to let go of my profession addictions though. Most likely the best way to cope with it is to not level professions on the toons I play with my bestfriend until I'm max level.