|I went a bit overboard buying up cheap poker chips to use as HEX style points|
While it may run counter to my overriding passion for the various iterations of old school Dungeons & Dragons, the rule mechanic I most love to see in a game is the "hero point" (Bennies in Savage Worlds, Style Points in Hollow Earth Expedition etc), especially when they can be represented by some kind of token at the table.
I love the idea of having a physical item (so you can se at a glance how many you have left, and so can others, as the clock is ticking and the tension is rising) that you can trade in for some benefit, a boost, a reroll, even a small bit of reality warping ("Ah-ha, I did have a small container of salt from the Shire in my pocket, after all. That'll do nicely for these giant slugs!").
It's a mechanical twist on the "rule of cool", giving you a chance - and a justification - to push the envelope and maybe pull off something you didn't think your character was capable of.
Hero Points can be justified in any setting, from a gritty, Conan-esque sword-and-sorcery heist adventure to a four-colour comic book superhero rescue mission.
For me, it just adds that frisson of thrilling pulp adventure. As much as I like to embrace the idea of "letting the dice fall where they may", sometimes they need a little nudge so your character can be just that bit more mechanically heroic in the moment.