My favorite Axe-Fx "thing" I've gotten from the Axe-Fx would be the education it has given me.
Messing around with the Axe-Fx for the past... decade or so (yikes) has taught me so much about guitar in general. Like, an unbelievable amount of stuff. Using the Axe, it costs nothing to quickly experiment with anything and everything you like without worrying about cables or power or shocking yourself to death on an exposed capacitor or blowing amps up in general, so you can endlessly mess around with stuff like effects order, the pros and cons of different routing configurations like series and parallel, how insanely powerful EQ is and exactly how it affects your sound at every given point in your chain (and how so few guitar players talk about it), deep diving into advanced parameters of everything, the Amp block's advanced parameters (of which multiple books could be written of how much stuff can be learned from just poking around in there), whatever you want.
With the Axe-Fx, I have learned just about everything I need to know about the kinds of sounds I want and how to get them. So even if I build an all tube/analog rig in the future, without question it will be done using the knowledge I have gained from working in the Axe-Fx's ecosystem.
Just off the top of my head, my latest experiment was trying to see if I could replicate the tones I was hearing on youtube from the Suhr SL68, basically an idealized Plexi. I messed around with the normal Plexi but it wasn't really doing the Suhr thing, then I remembered that the real SL68 has a post phase inverter master volume. So I just added that to the Plexi model and there it was, instant Suhr SL68 at less than top volume tones. Then I went on to teach myself exactly how post phase inverter master volume controls affect tone. Incidentally, after doing this I realized that the Suhr SL68 is awesome, but could probably be improved even further by adding an additional Treble Cut knob in the circuit after that PPI master control, which would help "restore" a more true "dimed Plexi" tone at low volumes, because I learned that as you turn the PPI Master down from 10 in this amp, treble response increases drastically, so decreasing it with a High Cut after the preamp helps bring it back to what it was at 10.
There are endless little things like this I've discovered in the time I've owned an Axe-Fx. And, as it will no-doubt improve and become more accurate and more feature-rich over time, I'm looking forward to learning even more about the electric guitar as that happens.
edit: oh yeah, my favorite physical thing to go with the Axe-Fx that I wouldn't have otherwise bought would be an RJM Mastermind MIDI board.