This is another tough question to address as I'm CONSTANTLY buying RPGs and RPG-related materials. Just grabbed a copy of Dread off of RPGNow, so that would be my newest "new" RPG purchase. I also picked up a small stack of Stuper Powers! from Noble Knight for use at upcoming conventions. But since I already own the game, this would be a new "old" purchase.
However, if I wanted to name my "newest-new" purchase related to RPGs and gaming, then what arrived in today's mail is the winner. I ordered an Old School Gamer iron-on patch from the Jericho Graphics Workshop. This nifty embroidered patch just screams with old-school cred. Same colors as the classic red box. Same ampersand associated with D&D. And a 20-sider sits at the top. It will look great sewn onto my ever-present Bag of Holding.