I suppose for me it depends on what nerd you want. The comic book nerd?
(although admittedly, that one hasn't been around for a while) The anime/manga nerd? The book nerd? Or the orch dork? Because I have a little something for each.
I guess I'll go with my collection of Violinist of Hameln manga, in Japanese, in addition to the art book, the postcard books and the drama CDs from my anime days. I headed myself off at the pass before I started buying stuff from Rinkya, like toys and shit. It's all in Japanese, and it's not like I can understand it. But I can stare at it and love

. For regular comics... I still retain my collection of Archie Sonic the Hedgehog comics, from #0-125, plus all the mini-series and super-specials in between (Knuckles, Tails, Princess Sally, etc). Almost all are NM condition. I also have a shit-ton of anything to do with Venom or Carnage... and some Dawn stuff. No variant covers or anything, though.
I don't think I'm that nerdy with music. Granted, I manage to get all the CDs from Kaizers Orchestra from Norway, but they're my favorite band. If I had all the singles in the various vinyls,
then I'd be being a nerd about it

. I also have autographed CDs from Dax Riggs, Andrew Bird, Muse and the White Ghost Shivers (local ATX band). I also am working (apparently) on a collection of Vaughan-Williams music for viola. And viola music in general.
And books...well... I have around 400. I suppose for some people that's not a lot, but for the amount of space I have it is. My library is
here, although it needs some updating. I have to renew my membership.
Aside from that... I dunno. I own a Dreamcast? And a
Sega Nomad. All the old Sonic games. That might count for something.
How ya doing, buddy?