The most expensive game I've paid for is tied between a number of collector's editions: Halo: Reach Legendary, Gear of War 3 Epic Edition, Skyrim Collector's Edition, and Borderlands 2 Ultimate Loot Chest - all ran $150 iirc. Of course, I almost sold my loot chest when they were $450 on ebay BEFORE the game came out.
Most expensive game in my collection is probably .hack//Quarantine, which is around $90 (according to the site I use - obviously prices may vary). Boy do I love that series though...wish they'd bring it back.