As others have insinuated, defining "Collection" is the tough part for me. Definitely not looking for complete console collections. But I do entertain getting whole series, or at least one version of each game in a whole series.
Dragon quest is a good example. While I don't have every version of every game available in the core dragon quest series, I do have at least one version of every numbered game in the series released in the US; I'm missing VI (store down the street has it but wants $64 for CIB... that's a big NOPE). Same with TLOZ. I have almost one of every major TLOZ: e.g. I have the 3DS version of Majora's Mask instead of the N64 cart, and I don't have things like the grey variant of Ocarina of time, or the five-screw version of the OG NES cart.
I go for franchises more than consoles, and usually only certain versions.
I also like themed collections. As an example I have a "Kaiju" collection with giant monster games: Godzilla, Primal Rage, Ultraman, King of the Monsters, etc.