I am struggling to find something that I would not be willing to substitute for. I have a bunch of brands and stuff I prefer, but I'm always willing to try something cheaper to see if it works well enough for what I need. I think the only things that fit in the "over my dead body" category are:
1. My acupuncturist/sports medicine therapist. She keeps me able to move and go to the gym and be healthy. And the older I get, the more I realize I can't take that for granted.
2. My shoe inserts from the running store. I spent years with foot issues and podiatrists and all that. The inserts were magical (and about 1/4 the price of the custom-made orthotics the podiatrist was going to send me to -- so I guess they really are the "substitute" if you think of it that way).
3. My thyroid and depression medicines. Happy with generics, but I'm not doing without, because life is just not enjoyable without them.
Now, if you want to talk fancy-pants stuff that I like and treat myself to and prefer to all other things, that's a bigger category -- good tea, Plugra only for pie crusts, my Shun santoku knife, milk and butter from the local dairy, taleggio and real parmigiano reggiano, fresh ricotta and homemade jam on fresh bread for breakfast, the Athleta leggings I got from my dad, my car, etc. etc. etc. But all of those things are luxuries -- enjoyable largely because I know I don't actually need them and so enjoying them is a special treat.