I did various things with various experiences...
Wheel (1997): The bulk went to pay tuition for university (parents were quite pleased!). I bought my sister a pair of Rollerblades, I paid my parents back for the cost of the trip they paid upfront, and then I bought a TV/VCR combo. The balance paid for a trip to the UK to see friends and family (and make a connection with Bother from Bother's Bar!). Turned down all lovely parting gifts save the electronic Tiger game and the box game.
Inside the Box (2006): Paid for a couple of small things and a pool party for friends at the local rec centre. If I got paid for all of the reruns I'd have a good chunk of change!
Brain Battle (2007): A trip to Newfoundland and a retirement gift for a co-worker.
Countdown (2009): Kept all of my goodie bag gifts (book by Suzie Dent, pen, mini clock, huge OED, mug, shopping bag) plus was given the name plate from my appearance. Side note: Countdown's the only time I've gotten a picture from the day which I really wish the other shows had done!
Ice Cold Cash (2012): Used cash to buy Olympic tickets at London 2012.
Motus (2013): Gave away my Sodastream to my partner. Software sits unopened and ancient. 100 Euro gift card for more software required shipping outside of France that I would have to pay for, so I just let it lapse.
Newshounds (2014): Won a CBC Vancouver Pen in the prelim ep and two Kevin O'Leary books in the "champions episode" - don't know where they ended up.
Price is Right (2015): Won a bubble hockey table which the show opted to give me cash for. Went scuba diving in Curacao on the shows dime on my birthday in January 2017; awesome trip. Going back this January as well! Got to tell George after a taping this summer what I did with my prize and he was genuinely happy. I like George a lot.
Let's Make A Deal (2017): Forfeited my pool table due to tax purposes. Kept beer machine (arrived) and LED boom box (waiting on it).
My personal feeling with game show winnings is that unless it's a massive chunk I tend to treat it as "fun money" and do something really enjoyable with it.
Ryan