I must admit I get a bit of a rush after I have bought a box of stamps, most of which were photo'ed, and open it for the first time. Even if they are relatively common items, I still like the idea of seeing MY new stamps for the first time! It is probably something like gold fever, but without the gold.
I particularly like it when I buy a carton, and some of the partial sets in the box compliment the partial sets I have in my collection. That's rare, but when it happens, well... it just makes my day!
Expanding on what mootermutt987 said -- I mostly buy feeder albums/pages. When I come across a page which has 10 stamps, and they exactly match the 10 empty spaces on that page in my master album, it's the best feeling in the world, and definitely makes my day.
I get pretty excited opening up auction lots and seeing items that were never listed or photographed. A Rasdale lot from a few weeks back showed up and there was MUCH MUCH more inside than the pics or listing showed. Better items too, not just filler poop. I always consider that a nice bonus even though I did pay for em (just gives me a big old smile) :)