As others have said, I mainly collect for the games and not for the rarity, so I don't really pursue rare stuff. However, I was able to get a few high-priced games before they went up in value, especially some of the SNES stuff which I bought online just before they really shot up.
NES - Mega Man 6, S.C.A.T., Shadow of the Ninja, Shatterhand
SNES - Castlevania Dracula X, Ninja Gaiden Trilogy, Captain Commando, Mega Man 7, Mega Man X 1-3
GB - Mega Man V
PS1 - Castlevania Chronicles, Arc the Lad Collection, Lunar Eternal Blue Complete
N64 - Clay Fighter 63 1/3: Sculptor's Cut
Gamecube - Twilight Princess
Dreamcast - Garou: Mark of the Wolves
Saturn - (all Japanese imports) X-Men vs SF, Marvel Super Heroes vs SF, Vampire Savior
I also have a handful of Nintendo Game & Watches, including Zelda
Here's a pic I took last year...