I'd probably have to say my favourites were the libaries i completed over the years : pal master system, jpn neo geo pocket, jpn neo geo cd, (retail) pc engine, jpn game gear, nec pc-fx, jpn N64.
Because i don't really have to buy anything for them anymore.
But probably the pick off the bunch would be pal master system even if it was just for the community of collectors, we all knew each other and helped each other with games we found at fleamarkets or whatever someone found a spare copy off. There wasen't really any jaleousy like there seems to be amongs collectors these days. After i completed my set i moved on towards collecting japanese region stuff and never looked back.
most fun these days is that i'm all about completing my jpn xbox and 360 collections, i've been getting some amazing deals here and there and bar the populair games i don't really have much competition when i bid on yahoo japan anyway. Sadly i don't know off anyone chasing the same goal as me so can't really exchange toughts and whatnot.
Least fun : i can't really think off anything, sure i have some stuff where i think what was i thinking for buying that. Whenever i feel like collecting becomes a chore i take a break and move onto something else for a while.
While on the subject of least fun surely ps4 and switch have to take spot, with companies pumping "limited" releases left and right week in week out, unless your loaded nobody can keep up with those systems and even then it seems impossible because there seem to be so much releases each week to even know off everithing being released.