I am a die hard Lego purist. In my creations my personal rule was the only non-Lego part I would use is string, only because Lego never provides good quality string. Then came along HiTechnic and their deal with Lego. Now I own several HiTechnic products and I am quite pleased with them. I am also struggling with my personal convictions now because I really, really want the Mindsensors NXTcam-v3.
A third party product that hasn't convinced me yet to break my rule is the Firgelli miniature Linear Actuator, and that's only because I don't use a lot of LAs. But I do think this little product is cool, and I wouldn't hold it against a builder if they used it in a cool way.
Here's a great demo of the LA in action, which I think most of have been curious to see...
Not to mention the stuff at the Inanimate Reason store and the Codatex RFID Sensor. I tell you what, with all the cool third party products that are out there, it's got me rethinking my stance.