In terms of quality, quantity, availability and price, I feel like the PS2 is still king. There are literally hundreds of great games for the console and most are pretty cheap. I feel like for someone wanting to get into collecting, the PS2 is hard to beat in nearly every category. I would agree that the original XBOX is definitely the easiest and probably cheapest to collect for, but it doesn't have nearly the level of quality exclusives as the PS2, and at least in my area it hasn't been as easy to collect for it for a couple of years now, mostly because I've started seeing the games for it as often. Third place I'd actually give to the Wii, since it has hit that sweet spot of price and availability.
I'd say the worst to collect for beyond the obvious ones like the Neo Geo are the CD based Sega consoles; they're all hard as hell to find and often they are very expensive to collect for. In fact, I can't remember the last time I saw a Sega CD game in the wild that wasn't at a game store. Not too far off are weird, obscure retro consoles like the 3DO, CDi, and Jaguar, mostly because I see games for those maybe once every couple of years, and I almost never find the consoles. And then finally I'd say retro Nintendo, although the availability of them, especially the NES has dramatically improved over the last couple years in my area. I think burnout is finally starting to set in on that whole scene.
In terms of my favorite consoles to collect for at the moment I'd say:
1. Saturn (hard as balls, and expensive, but such a great library of games. It has a fantastic import library as well)
2. PS4 (realized how may amazing games are on it recently, but will be gradually building that collection up over many years)
3. PS1 (Another console with an insane amount of great games. Mostly price and availability keep this lower at the moment)