It's hard to say. I think overall, Nintendo stuff is the least fun to collect because everybody's pretty much looking for the same thing. I can't even imagine trying to buy the desirable GameCube games now. NES and SNES are ridiculous now too, but overall, I do like how several games are available as imports for much cheaper prices. That's how I was able to get and play games like DuckTales 2, Bucky O'Hare, Bonk, Mega Man 7 and Demon's Crest for much much less than their North American counterparts. I used to think the Genesis was great to collect for, but the better games are prohibitively expensive and unlike the Nintendo systems, Japanese imports are very hard to come by. I still like collecting for the Saturn because the Japanese library is still mostly affordable. The Nintendo Switch also sucks to collect for, very few exclusive titles and tons of limited and special editions, most of them overpriced as balls.
Lately, I've enjoyed collecting for the Intellivision, Atari 2600, the OG Xbox and PC Engine. The Atari and Intellivision have lots of great little games that next to nobody knows about; I couldn't believe how advanced Pitfall II, Pengo and Double Dragon are on the 2600. I hadn't really been using my Xbox because it barely works at all, but I got a copy of OutRun 2 and it was amazingly fun, but it kept freezing, so I took the time to open the thing up, deep clean it, replace the disc drive and the clock capacitor and now it's running like new more or less. Some of the higher HD resolution games on the OG Xbox look simply stunning, better than stuff we're seeing on the Switch nowadays even. The PC Engine has a lot of great games too. If you're willing to learn how to use Japanese auction sites, you can get much better deals than eBay.
Overall, my collecting has slowed way way down in the past year though since I got my house. I've gotten rid of probably 60 games or so, and now I only buy what I intend to play. I used to buy whatever I could find, thinking having higher numbers is better than having a more curated collection, that's why at one point I had like 110 PS2 games, and most of them were cruddy sports and licensed games.
Overall my current thoughts:
Most fun: OG Xbox, Atari 2600, Intellivision and PC Engine
Least fun: Switch, North American NES and SNES, and Sega Genesis