I always found magnets to be good item to collect.
Seeing the Cubs in every park would be awesome. Too bad for me but my brothers-in-law who come on our yearly baseball trip are White Sox fans so we have to plan around seeing the Sox away as well.
So far I have seen the Cubs at Wrigley, U.S. Cellular, Miller Park, Comerica, Coors Field, Old Busch, Riverfront (Cynergy at the time), spring training at HoHoKam and most recently at Great American Ballpark.
Good luck with this, especially the interleague games!