I've been seeing this around my corner of the academic blogosphere, and thought it would be fun to check.
I made my first purchase over Amazon at the end of 2003 (and I think that's also when I got my account), and that purchase was A&E's Pride & Prejudice on DVD. (I remember it well: Meg was tempted to bid on a used copy of it over Ebay, and I decided that maybe I should find out how much it cost new, and it turned out that it was way cheaper to get new through Amazon.)
After that, in 2004 I got the boxed set of Schindler's List (I pre-ordered it when it came out) and a book of my friend's poetry. For the rest of the year it was all stuff for my research. (Okay, I also got the Mighty Wind soundtrack and songbook.)
Huh. It's funny to go back and reflect on the past six to seven years as reflected through my book and movie purchases.