First is my copy of Lunar: Silver Star Story Complete - with all the goodies, artbook, artbox, map (still in plastic). It's just a fantastic game in its own right, in addition to all the goodies.
Those were the days.. special editions cost the same as other games, not bloated $100 monsterpieces with ugly plastic statues.
I also value one of my 2 copies of Super Mario Bros. 3. (complete in box, mint). I realize this is super common and not all that valuable, but it is the only NES game to survive my youth CIB. This is because I was the "Nintendo kid" on the block and there were so many friends over at my Nintendo parties that we needed 2 copies running on 2 NES consoles in 2 rooms! So one I jealously guarded, lording over the box and cartridge.
Next is my launch day copy of Final Fantasy VII. Obviously the value has dropped on this since its release on PSN, but this is mostly nostalgia speaking anyway. While not the first RPG I enjoyed, I still feel it was a transformative experience as a game. Also, it's still in near mint condition, with nary a scratch on the jewel case.
Finally, my mint copy of Sonic the Hedgehog. Purely from nostalgia, this was the game that finally made me expand my horizons beyond just the NES.
tl;dr version: Nostalgia!