Hmmm, I assume you mean as a kid before the bigger toys. I had an awesome HO scale slot car set with the corkscrews, banked turns, and loop the loops.
A 2 foot tank that was run remote control, which in those days meant you chased behind it with the remote control wired to the tank.
A 1000 piece Chemistry set. In which I made solutions colored, cloudy, smokin, and then clear again and drank a gulp of it to the delight of siblings and cousins. That stunt took some research and luck. And a stern warning if I ever did it again, the set was gone.
Two items I used alot cost nothing to by. One was a 9000 volt neon light transformer I discovered alot about electrical theory with. And a neat 4 foot high Jacobs ladder made with cooper rods. The other was rubber band guns that shot half a wooden cloths pin. I forget the gentleman who showed me how, but in the end, all my freinds ended up with one and we had awesome war games. Didn't back the sting of a paint ball, but effective enough.
Time lapse of a "Jacobs Ladder". I use to put things in its path to view the bending, piercing, and burning. And found myself thrown on my azz more than once.