I do the same thing.  I have my own keyboard, which I brought with me on my first day of work.  It's a simple matter of comfort.

Years ago, I also bought software - UltraEdit.  I couldn't stand using what the company provided, so I researched it and requested it.  The request was denied so we agreed that I would buy it myself, but I would take it with me when I left.  When I left about 10 years later, I did just that.  I brought it with me to my next employer and we made the same agreement.  That's now void because when other people saw me using it, they wanted it and the company bought me a newer version.  To me, it was worth it because I was willing to buy it myself to improve the quality of my working environment and productivity.