The most valuable accessories I can think of (as far as bang for the buck) are free. Check out some of the alternate rom images. If you are a casual user, then check out the TKC rom, it is the most compatible with Sharp\'s 3.1 rom image, and some things seem to just work better (wireless, for example). If your more adventurous, you can try out some of the various home-on-sd tricks, so that you don\'t loose everything if the battery runs down or if you hard-reset. Only drawback to using /home on your SD card is it ties up the sd slot, so you would want to get a much bigger SD card.
If your a bit more adventerous, you can try out OpenZaurus, as it has a few more features (screen rotation) and is in active development.
As for hardware, the following would be a good wish list:
1) Good case. Especially the Piel Frama or Covertech cases, as it allows you to use the Zaurus while it is in the case (helps to keep it protected) ($50 - $80)
2) External foldable keyboard -- Targus universal wireless or Pocketop keyboard -- Makes it much easier to take notes (around $85, unless you can find a good deal on one)
3) A spare Zaurus. If the screen cracks on it, it will be more expensive to have it fixed (by Sharp) than to replace the unit. The $180 deals that you get at Tiger Direct tend to come and go, as they get new shipments in. Not guaranteed to be around forever.
4) 256Meg Lexar SD card, $80. Esp. if you are running /home or root on the SD card.