I mostly collect games and accessories that I wanted to have as child and as a teenager, but didn't have the money to buy.
Apart from that, I also like to collect anything I find interesting (either for being rare, or for being bad haha).
My favorite consoles to collect for are the PC Engine and any of the Sega ones. I usually do not activelly search for any Nintendo stuff, but if I can find good stuff for cheap, why not?