I don't know that I have an actual cave carved out for just me, but in the spare bedroom/family room is where I keep my crafting goodies and yarn. I went a little crazy before the holidays and my yarn collection quadrupled. I am going to make a series of cubes to store it so I can stand back and admire all the gorgeous colors. <le sigh>
Someday I would love to get a sewing machine, and then I will want to have more of a femme cave because I will be sewing the world a cute frock or two.