Anything you buy, from a stick of gum to a Prius, requires energy for its creation. The amount of energy required is usually proportional to the price tag. Those who support a Buy Nothing policy, I applaud. Despite that, I have found a few small items to really be worthwhile in terms of their providing comfort while lowering overall impact on the environment.
First and foremost are flannel lined jeans, and similarly lined pants. I like to keep my heating bills to a minimum. In my barn-style house that means cutting firewood for the upstairs wood stove, and minimizing electric space heater use for downstairs (which is where I work). I've tried many warm clothing items over the years with varying success. Last year I finally bought LL Bean flannel lined jeans. I typically buy regular jeans at Target for around $15, so these seemed expensive at $49.99, but they totally changed the warmth equation. They are a lot more comfortable than wearing long underwear beneath jeans. I see this year the price has been raised to $54.95. Land's End is selling a variety of lined pants (jeans, corduroy, and chino) for $69.50. Another choice is NorthernTool.com, where fleece-lined work jeans are $39.99 and flannel-lined dungarees are just $34.99. I'm sure there are other brands and vendors as well.
With my flannel jeans I like thick wool socks over thin cotton socks, a knit long-sleaved mock turtleneck basic layer, and a quilted flannel work shirt.
Then there ... truthfully, I can't think of anything else right now. I don't really buy anything for myself except food, clothing, and books. I still collect physical books.
Oh, I know, I get a lot of utility out of blankets, including an electric blanket I keep by my office chair. You can keep your house or office at 62 degrees F. if you have warm clothes and an electric blanket handy.
Need to give a special person a gift despite your anti-consumption ethic? Check out my wife's environment and peace oriented jewelry site, PeacefulJewelry.com.