1. My Dreamcast Collection: The Dreamcast is my favorite console of all time and is the most nostalgic for me as well. I've obtained nearly every game I've ever wanted for it at one point or another and it gives me so much satisfaction that I'm at the point with it that there is very little else that I would want to add to it to make it better.
2. My original Nintendo 64: Very, very few games or consoles that I originally owned as a kid made it with me into adulthood since I, like many others, sold off most of what I owned as a kid to pay for other stuff I wanted at the time. One of the few items that I never sold off though was my original N64 console I got for Xmas in 1996 which I still have and it still works great. While it isn't the original box it game in, I was able to track down the same style of box I received it in and it sits proudly on a shelf in my game room now.
3. Retro Gamepro, Nintendo Power, and Dreamcast mags: I have a complete Gamepro magazine set from 1995 until 2003 and a nearly complete Nintendo Power set from 1996 until 2002. I have every issue of the official North American Dreamcast Magazine as well, including the super rare issue 0. This is the period of gaming which was by far the most memorable, innovative and enjoyable imo. I get more nostalgia out of flipping through these than I do playing most retro games. It's so much fun and so enjoyable reading about retro games as they were new as well as all the ads and articles that really encapsulate the time period those issues came out. I'd really like to complete the NP set up to about 2005 and also get Game Informers from about 1995 to 2000 as well.
4. An actual game from my childhood rental store: This was a relatively recent inclusion to my collection, but for years I had always wanted to find anything that was rented out from the video rental store I went to growing up called Famous Video. Since I began collecting I never once came across anything from this store until a few month ago when I found a complete copy of Soldier of Fortune for the Sega Genesis with stickers on both the cartridge and the manual for Famous Video. What made finding this even more special was the fact that I primarily rented Sega Genesis games from them growing up and while I never rented Solder of Fortune from them, I probably looked at it and even picked it up countless times. It means a lot to me to have something that personal and that unique from my past in my collection.
5. My (almost) complete Namco Guncon Big Box collection: I have every North America released Namco Guncon big box game for the PS2, almost every guncon big box for the PS1 (missing Point Blank 3), and I need Time Crisis 4 for the PS3. I think this is a super cool, interesting sub collection to have and it seems to be one of the things that other collectors seem to like the most when they see my collection. I'm a huge arcade lightgun game fan as well so it's cool to have almost all these.