I don't actively collect games for the rarity, I'm in it for the games. Anything I have that is rare/valuable was either originally bought by me at retail or bought from Funcoland in the early 2000s, before prices really got out of control.
Probably the most valuable game I own is Clay Fighter 63 1/3 Sculptor's Cut, which I bought at my local Blockbuster when they were purging their older games. I got SNES Captain Commando, Ninja Gaiden Trilogy, and Dracula X from Funcoland. I bought King of Dragons at retail but I had no idea the value had gone up until I read this thread
Then there's the usual suspects: Mega Man 1-8, Mega Man X 1-3, Castlevania Chronicles, SOTN, every numbered Final Fantasy released in the US (except the MMOs and XV, which I haven't bought yet). Nothing too fancy.
I did own Path of Radiance but I sold it a few years ago. I don't regret it because we needed the money, but sometimes I do wish I had held onto it.