I guess it depends on how much you have each month to put somewhere. If it's a small amount, I'd say throw it at the car payments to shorten them. The mortgage could be OK too, depending on how much you owe and interest rate on the loan, but I personally view the mortgage loan as good debt so I don't really look to throw my extra money there. Throwing it into retirement could be a good idea too. You mention the 401k from work, but what about your own personal IRA? Those are tax deductible so you could get a nice refund next year for throwing that money into a new separate retirement fund. Throwing your own money into a work 401k isn't going to help your employer match it.
What about planning a vacation with it? Like if you got enough thrown aside for the unexpected, your retirement funds are looking good, and you don't have any high interest debt then maybe you should enjoy yourself.