Smelly cheese! Raw steak! Raw fish! Eggs from fish! Raw eggs! What things do you enjoy that some would consider gross?
Some of my favorites are:
Cheese--I've tried some of the stronger washed-rind varieties, and I quite liked them. I even tried limberger! It's quite good, if you can get past the aroma.
Caviar--I haven't tried the real expensive variety, but I've eaten the cheaper stuff and liked it.
Hagis--I had some at a Scottish festival, and found it was unexpectedly good.