I do my best to have some sort of prop/handout for every session. If only because I enjoy the "ooo" factor, and the act of rewarding a good decision with a pretty graphic or some such.
Since I'm a web developer, they tend to be something I can show on a screen, or print out. But I've done things like semi-functional mock-ups of a computer scanning system, when encountering an unexplored planet; datapads entries on a tablet that we pass around; and things like planet sheets that match the core book, but for more remote planets, when a player passes a knowledge check for the corresponding planet.
Also maps. So many maps.
I have really been wanting to come up with an electric timer that you can cut the wires on to defuse the "bomb". I would like to have about 10 to 15 different colored wires, then if they make a good check, I can eliminate some of the wires for them.
I also do some papercrafting, I have made some holocrons to use in games before.
That's kind of an awesome idea. I'd probably make something like this as a web app and put it on a tablet. Make them huddle around it and sweat.
Also, I need to borrow the holocron idea. I just showed them an image I made of their current "strange relic" *cough* holocron *cough*.