Either is fine. I'm known to buy both or if I have the original games I'll still purchase the collections to, 1. Show the publishers I still support these and would like to see future releases. 2. It's convenient especially when a series that spans multiple console generations can be put in one place.
I have purchased collections then gone back and bought the original individually when I find them at a decent price. I'm kind of bad with money in that regard but I like the real hardware aspect of it.
An aside to this would be the aforementioned Metal Slug Anthology. I may be bad with money concerning original releases but seeing the AES cart prices, I'm not that bad with it.
