If one purchases a new pair of Tefilin should he say Shechiyanu when he puts them on the first time? When is the Bracha said for those that say 2 Brachos, after the first Bracha of L'haniach Tefilin or after the second Bracha of Al Mitzvas Tefilin (before or after Baruch Shem)?
As stated here and here this is a Machlokes. The Mishna Brurah paskens that you should say Shehechianu on something else to avoid the doubt, but to find a way to say the Bracha (apparently not when actually wearing the Tefillin).
Here it says that you could wear a new garment if you normally make a Shehechiyanu on it, at which point you make the Bracha after both Brochos. The source footnote isn't available in the Google preview.
Kitzur Shulchan Aruch chapter 59. 11) "When you buy new sacred books, you need not say shecheyanu, as the things which you perform mitzvos are not for physical enjoyment." Based on this I don't think one would say shehechiyanu for the purchase of new tefillin.