I kind of felt the same way. I had no handheld gaming devices but an old pink GBA (with no games) and two mini mp3 players with just 30 song limits. Before that I was using a CD player with ugly headphones. Even the two TVs in our house (one me and my brother bought) are standard televisions. I mean, even though we had quite a few gaming systems, including a PS3, in terms of 'being social' and 'like everyone else' we lacked. I had no phone, tablet (which you can use for mp3 anyway), laptop, etc.. And several times I'd go over things I wish I could have and hoped I would get them someday.
But then several things hit me. For one, these things are darn expensive to maintain in the first place. $80 for a smartphone a month (or 35

whatev)? I can do most of the things on my computer when I'm at home, and I'm mostly at home anyway. Same with a tablet. It would be 'nice' to play videos, games, music etc on the go and show everyone, but at what cost? $100-$200 for the cheaper tablets, and then some for apps and stuff. See where I'm getting here?
The second thing that hit me was what if I focused on one thing? So, that's what I did, I saved up money I had gotten from Christmas and Birthday, as well as a couple oddjobs and measly allowances during the year, and the next year when it was Christmas, me and my parents jointly bought a computer (with my money, and as present), and then I bought a great video card and power supply for it. During the next year, I would buy a processor and some RAM as well with money I earned from doing surveys online. And I can be proud, because even though it's not the fastest computer ever, it sure as heck beats every computer of my real friends in-real-life! I can play BF3 on max with like low 20-60 fps (Usually in the late 40s and low 50s) and I'll be able to play Guild Wars 2 superbly!
So just think about what you do or can have and how much you'll REALLY use it with the money you're getting. The only thing I would regret is perhaps not having a phone though, because almost EVERYONE has one... but you can use those as a tablet and mp3 player too anyway, as well as calling so. But still! Right now, I... I just don't really need it

EDIT: I also bought $65 dollar headphones from last Christmas' money! So see that

. Focus your funds and you'll get somewhere ;D