For me, I mainly collect for Playstation. PS1 was my first system growing up and PS2 was the first system I ever collected for so those are my two priorities. All other systems are secondary but I do have an extensive PS3, Vita, PSP and even PS4 collection as well. Recently, I have started delving into Nintendo, specifically the NES, SNES, N64 and Gamecube. With these systems, I'm more focused on just getting the heavy hitters I want to play instead of going after everything. With an exception of a few titles, it hasn't been that expensive either, I've been able to find a lot of below market deals in my area. I also recently started a Dreamcast collection, a gift from my brother who decided to downsize his collection and focus on PC gaming.
I am also running out of room in my house and there are only so many ways I can reorganize to fit everything I own. So expanding into other systems I am interested in like GBC and GBA, Genesis, Saturn, Sega CD, TG 16, and maybe others will have to wait until I can upgrade my living situation.