If I had the time/money, I'd totally do the AVGN style and collect every console and game possible. I still have a plastic container in the basement filled with MLB, NFL, NBA, Gulf War, and Magic the Gathering(from around 1998, in near mint) cards. Have a few big names from mid 90s: John Elway, Steve Young, Brett Farve, Deon Sanders, Scotty Pippin,... Yeah, I know I am one of the few here that enjoy pro sports.
Other than that, I used to collect instruction manuals that came with games. Not really for a collection but for good reading material back when I was a kid.
Used to collect computers and laptops. Maybe I'll take a pic one day of all my systems turned on that still work. Two desktops and four laptops...
Sprites...got thousands just chillin on drives. I even have burnt CDs from pre-zfgc with Zelda fan-games and sprites, proof that Oot2d didnt really start the fan-game craze as there were 20 or so decent fan-games floating around ths net before zfgc and Minish Cap or hell, Gamecube was even out....back when OoT was referred to as Zelda 5 or Zelda 64.
Went off track there ;3