I know what you mean! Plus, one of my own, which has become an almost obsessive habit, is when you walk through a shop and see something.... ask yourself "would that be useful fo modelling?"
It could be a piece of tap from a hardware store or some flyscreen or even a strange looking piece of rope! So that when you are making a model/diorama that needs something a little special/unusual then there you have it, sitting beside you, or you know just where to get it.

...I constantly find myself looking at equipment, how and were dirt accumulates, how the weather effects the towmotors we use outside. I also look at cars a lot (especially the rust buckets) to see how real world vehicles rust, where they rust and show the most wear and tear.