There are a lot of things which can be recycled and some of them you may not even know about. earth911.com is an excellent resource for recycling anything from hazardous waste to electronics.
Obviously, the best thing to do is to purchase items which don't leave a whole lot of waste behind and were produced using recycled materials (if applicable).
Check out Repurposed 4 You for some fun recycled goods shopping.
Reduce, Reuse, Recycle...