There's one good way: binding. You allow players to add an after market effect to an item to greatly increase its value. However, doing so makes it bound to yo

There's one good way: binding. You allow players to add an after market effect to an item to greatly increase its value. However, doing so makes it bound to your account, and you can't sell it on the auction house anymore. This can serve as both a tremendous sink of resources that players can work towards and a removal of valuable items from the market. (Because when the player eventually upgrades the item, the original item cannot be resold.)