At one point, I collected Nintendo. Not anymore... Inflation hits certain systems and areas more than others. Nintendo and Sony go for a lot.
My suggestion, get big collections just as the generation leaves. The people I know who have huge collections get the bulk when the systems/generations are neglected. Smart people have already got most of their XBox, Gamecube, and PS2 games. The prices on these are skyrocketing. It's nearing the end of opportunity on those. Racketboy recently made a list of rare and expensive Gamecube games... the jump in prices is insane. Start on PS3, Wii, and 360 now.
I posted something similar to the following before:
360/PS3/wii = mega cheap
XBox/Gamecube/PS2 = starting to rise
Dreamcast/PSOne/N64 = What games are actually rare is solidifying
SNES/Genesis = Prices are beginning to level out with just a few expensive games fluctuating (i.e. Earthbound)
NES/SMS = Fairly stable pricing
Atari/Coleco/Intellivision = Very stable pricing
The above is not really inflation. More of the invisible hand of the market. But Nintendo's and Sony's price rises are more similar to inflation. However, I would almost call it extortion. If game collecting bursts... it will be Nintendo and Sony prices affected most. I don't see a huge rise in SEGA, Microsoft, Atari etc. I can still go to tables even after resellers and pick SEGA games up for a buck a piece. There are just a few rare examples, usually known on Nintendo (Mega Man for game gear due to mega man collectors, Crusader of Centy which is mostly known for being a Zelda clone, Castlevania Bloodlines, Contra Hard Corps) These are mostly games people know from Nintendo thus you have Nintendo collectors going after these. When I see a high prices SEGA game, it probably is one of the few titles of the series not on Nintendo or Sony platforms. Panzer Dragoon Saga is a rare exception but is legitimately both rare and good.
Anyways, this mainly turned into a rant. The site is good. Funny too. I like the picture of the nerdy kid stating he got some good picks at Goodwill: Donkey kong 64 for $25.