In addition to theforeignembassy.com, I also currently own the domain names ithoughtyouweredead.com and postapocalyptic.org...don't bother checking them out, 'cause there's currently nothing there. Both were spur-of-the-moment purchases that seemed like a good idea at the time. Of the two, only one still seems like a good idea, and who knows? If I ever get some free time, I might even follow up on it.
Hey, you do it to?
I have baleeted.com (referencing Homestarrunner) and byemusic.com (referencing buymusic.com).
Yeah, there's something extremely satisfying about buying domain names. I'm guessing it's similar to the warm fuzzy feeling you get owning real estate...