I think compression socks are the worst of the three in the "pillock stakes" because you could conceivably have such a poor sense of style that you would choose to wear them even if they had no beneficial effect. Footballers get away with equally ludicrous socks but they have the excuse of needing something to hold the shin pads in place and, anyway, footballers are not paragons of good taste in my book.
Compression socks really do work - there are numerous scientific studies around attesting to the fact. Firstly, they hold the muscles firmly in place and reduce the vibrations that occur from impact that would otherwise waste energy and cause muscle soreness the following day. Secondly, they help the blood flow back to the heart due to a gradual increase in compression further down the extremity. There are some other wild and wonderful claims that I personally don't buy into but these two effects alone are worth the entry price. I've started to wear thigh compression as well and I may try arm compression when I am riding in the aero position on the bike, as the arms particularly suffer from a lot of vibration from the road.
Breathe Right nasal strips
These were particularly useful for me for the San Sebastian Half Marathon last year because I had to share a hotel room with a friend of mine who snored terribly. What is surprising though, is how much they seem to help me breathe when I am running. I'm not sure whether it is a placebo effect or not, because it seems unlikely that opening the nostrils a tiny bit can really help you oxygen to your lungs more quickly when you remember that you've also got that hole called your mouth that you can breathe through. Surely it would be equivalent to just opening your mouth a tiny bit more? I once had an argument with someone who said it was impossible to breathe through your nose and your mouth at the same time - I'm still not convinced. Whatever the case, apart from the pillock factor, these are very cheap. One thing I have learnt from having them start to peel off after only 10 minutes or so, is that it is important to wipe your nose clean (I mean the bridge of your nose!) before applying because it tends to be a bit greasy, or at least mine does.
It really irritates me when I see articles in running magazines that talk about Kinesio tape as if it were something mystical (because it was invented by a Japanese person?) and say things like "its possible that even the colour of the tape has an effect". Give me a break. No, this stuff really works and it works for a scientific reason. If you are looking for something with mystical powers then those deionizing magnetic hologram bracelets are your thing.
As I got injured so much last year, I became a little bit of an expert in Kinesio taping. I got hold of the tapes and a book from ebay and I almost looked forward to my next injury as a challenge. The tape is special in that it is prestretched so that, when it is applied, it bunches up as you can see around the armpit of our model above. Particularly if you have an inflammation, these "waves" help separate the dermis from the nerves and give a sensation of relief. They also help the flow of blood and lymphatic fluid with all its curative goodness. The trick is to apply the tape with the skin of the affected area initially in tension and then to gradually relax it as the tape is laid down. The other great advantage of the tape, of course, is its like a fluorescent sign saying "I'm injured, what's your excuse?".