Aatami: I primarily collect PS1 games.
Vanguard Bandits. My god this game is a bitch to get a hold of.
Team Buddies.
Legend of Dragoon
Kula World
Trying to get my hands on Tactics Ogre, Let us Cling Together
I have a sealed copy of VB. Ditto Legaia. Eh. What's VB go for now on ebay? 100? 200? I think I paid $5 for it. Are you looking for PAL or NTSC?
My favorite game is probably one of the SIlent HIll Games, VtM:B, BG: DA, Castlevania games (I have all of them except the MSX one, Haunted Castle, and the TG16 Rondo), Shadow Hearts: Covenant, Legend of Dragoon, NWN Diamond, Jade Empire, Dynasty Warriors 3, Planescape or one of the FF games. Loved Arc the Lad:ToS too.
One game? Oh goodness. Probably SH1 or Planescape. Both great games and decently rare. Favorite collection? Shadowhearts Complete e.g. Koudelka & SH1-3. I'm one of maybe 3 people who got Sacnoth's obscure references to Koudelka in their games.
My most valuable is probably one of the Atlus ps1 games or the ps1 Working Designs collector's sets I have (in original box + goodies) or the Shin Megami Tensei games for the ps2. Ditto Jungletoad. I have most of them (all except P4 and Devil Summoner 2, I think). I also have P2, Maken X and most of the rest of the SMT/related games.
I should probably start selling them at some point. I have too many. I wish I had more time to play them. How was P4? It looks good, but I doubt I'll ever have the time to play it, so I was planning on picking up Revelations Persona for the PSP instead and play that while commuting. I sued to have the original but sold it because it drove me crazy. Figure I'd give the remake another shot.
Remember the Working Design Collector's Sets? My God, were they ever nice. I miss cloth maps, too Lou.