You got to give Hasbro credit.  It would have been easy to make guitars for everyone, instead of diversifying.  Jem had a veritable orchestra of instruments available, including the distortion modulator (do these things really exist?), flute, tambourines, tuba and more.
 

Kimber She got the infamous "M" shaped keyboard, that is supposedly proof that Jem was once going to be called simply "M" (possibly to further the tie-in between the doll line and MTV).  It's been argued that Stormer should have been given this instrument because she played one similar to this on the cartoon (while Kimber played a more standard floor-organ), and because the "M" on the end would make sense for a member of a band whose name begun with M.  But for whatever reason, this is the instrument that Kimber was sold with... 1st Edition Kimber  Hand-held mauve keyboard with sparkly violet keys and silver strap.  This keyboard with darker, nearly black keys is likely that of Spanish Kimber. 2nd Edition Kimber Pretty much the same as her 1st edition one, except made of translucent fuchsia sparkly plastic.  This innovation was needed for the guitars, as they had decals that would peel off.  Kimber got hers updated to match the rest of the group, I'd imagine. Mexican Kimber (it's assumed, this was bought loose with some Mexican dolls) This keyboard has black keys, as opposed to her regular mauve ones and the plastic is very brittle, not rubbery at all, much more like the plastic of the early doll stands.  As well the colour is much more an orangey pink as opposed to the more purple-y pink of her 2nd ed. guitar.

Various other Keyboards It should be noted that the Star Stage could also be considered a keyboard, as well as the New Wave Waterbed. Electric Chords One of the Music is Magic fashions without a guitar.  I gave this one to my Stormer doll! ;) But how hard would it have been to paint the keys white? Love is Here: One of the more confusing instruments to ID, it came from the Video Madness playset "Love is Here", not a doll. Synergy's Computer; one of the cooler Jem accessories... this is all we get of Synergy's computer form that we were used to on the cartoon.

Wind Instruments Jetta I guess in the sax-happy 80's, someone had to get one of these. Black plastic with a silver cord. Welcome to the Jungle I've said it before, I'll say it again... the Misfits got a flute, and Jem got the tuba?? This is from a Video Madness playset, not a doll. It's Workin' Out ~_~ This was supposed to be a playset for making a video about working out.  Why a tuba? Why!? ^_^ Someone at Hasbro has a strange sense of humour!

Percussion Instruments Ok, I know I'm abusing the term percussion here, but it's easier than calling them "drum-like hitting-type instruments" :)  Rhythm and Flash From a Music is Magic fashion.  Surprisingly has a glitter decal, not clear glitter plastic.  It actually jingles too. Show Me the Way. So cute!  Clear and sparkly, tiny and even has the Jem logo. Dig those star shaped jingly things!  One of the prototypes of Minx was shown with this instrument (different colours and presumably not with the Jem logo) Raya Shana was the original drummer but she got a guitar instead, probably because they're easier to make.  Luckily though, Hasbro figured out a way to make drums for the dolls and Raya got them.  As if she's not hard enough to find, it had to come with all these tiny pieces and a strange looking stand.

Microphones There were a few different kinds, shown here are the hand-held mics.  If you have a black one, it's most likely from the New Kids on the Block dolls, not Jem. 1st edition Jem hand-held mic, bright fluorescent pink, no orangey tint like Flash N' Sizzle Jem's has. There are two- #1-(looks like a later era mold- notice the pattern on the head) #2-Slightly lighter pink, larger pattern on head.* Mexican 1st Edition Jem Her microphone is the only one with an all-silver head.      Flash N' Sizzle Jem & Love is Here Playset They came with the same mic, pink with a slight orange hue. Rock N' Curl Jem Hers is easy to distinguish, as it's the only lavender one.       Show Me the Way The only hand-held mic in this mold that didn't come with a Jem doll.  It's from a Video Madness playset. Glitter N' Gold Jem Another easy one to ID.         KJEM; This playset came with 6 of these.  They fit into various parts of the playset.     *Thanks to Pete B for this scan and info!

Stand up mics I'm just showing one, since they aren't all that interesting.  The Star Stage came with three of them (1 of each: green, orange and hot pink).  Welcome to the Jungle Video Madness playset came with one as well, a dark pink one (darker than the one from the Star Stage)  KJEM also came with other various parts of mics and booms, so if you have these types of things, check out that page as well.

Various other Items, not instruments but came with dolls so they count for some reason. :) Clash Came with the most bizarre "instrument", a "distortion modulator".  Depending on what literature you read, this is either to scramble signals to sabotage concerts/tv appearances,  or it's even been called a vocoder, which is basically an effect used in songs. It's actually pretty cool, but I wish Clash came with her wrist symbols she had on the cartoon :\ (and hence her name) Danse pretend boom box with strap; Orange plastic with tiny gold speckles, gold sticker speakers, gold thin cord strap.  The handle swivels.  There are green and blue versions of this boombox out there that belong to My Little Pony (not Jem).

Video Cameras:  I'm really pushing it now... Not an instrument per se but came with a doll, so it counts.... Video Well, what did you expect her to come with?  A hula hoop? ^_^  Gotta love those '80's colours.  Welcome to the Jungle Basically Video's camera in different colours.

Briefcases Well who says it can't be an instrument?  Uh... other wise poor Rio wouldn't get any space in the instruments categories!  But I drew the line at the flower that Glitter & Gold Rio came with...  Maybe that explains why he's one of the least popular dolls :\ The briefcases do actually open and close, which is pretty neat. Rio Very pale lavender plastic, does actually open and close!  Sticker decal with paint splash design on front. Show Me the Way Just in case you think a briefcase automatically means it's Rio's...  This one came with a Video Madness playset.