I'm the same way - I'll usually throw in another item if I can find something I really want or need anyway... but if there's really nothing else I want on the site... I'll pay the shipping, no problem (before I buy something I'm not going to use).
The best way to "get me" in that situation is to make similar or related items VERY easy to add on. I love the way Amazon does that - as well as other sites I shop on (WalMart.com comes to mind).
The other day when I ordered the bass guitar from MusiciansFriend.com, the shipping was free. So I tacked on a tuner and an insurance package for the instrument & amp (might as well after saving so much on shipping!)
Later I regretted not ordering a stand for the guitar while I was at it... they truly should have offered it to me at the time of order, I would have thrown that in too!