I've been dealing with this for the better part of a decade. Reaching a goal of sorts, then realize an entirely new one that you'd like to pursue. I find that now in my later years, I'm collecting a lot of the stuff I neglected to pay any attention to when I was more of a novice collector. Back then, I mostly went for games that fit the description of exclusive, adventure, platform, RPG, quirky, niche, etc. Now, I collect a lot more racing, shooter, arcade, "sport", beat em up / fighting, multi-plats, and so on. In a way, I'm glad that I collected just that other stuff earlier on, because now that's what everyone wants and a lot of those go for good money now. Meanwhile, the stuff I'm after now most collector's still don't pay much mind to, and most of it's rather inexpensive.
Lately, I've been picking up a flurry of snowboarding games. Most of them are really easy to pick up, and good fun. Got Transword Snowboarding in the mail the other day, and I've got Amped on the way right now, still trying to find a really clean foil cover SSX Tricky. I've been going after OG Xbox games like a madman, finding both more exclusives and tons of multi-plats I never owned. As where I used to go for exclusives only... god, there's probably 100 games that are now on my want list for that system. Some of them, I've been re-buying just to own the Xbox version instead of PS2. So many great games at reasonable prices. They're hitting my mailbox about every other day.
I just recently picked up Fallout: Brotherhood of Steel. Why did I sleep on this game for so long? is basically what I've been asking myself of every game I've picked up over the past few months. Realized I don't own 1080 on the N64, and naturally don't own 1080 Avalanche either. Realized "The World is Not Enough" for N64 was a totally different game than PS1, and consider the superior game, so I had to pick that up. There's really no end in sight. If I'm honest, there's tons of games I'd love to have still. Gaming is just so vast, you can't possible hope to have everything that piques your interest.