The Majority of my collecting focuses around PlayStation, which simply is my console of choice (Though I do own other consoles a 360, Wii, DS, 3DS even a Dreamcast). I just like to have a selection on my shelf that I can go back to and decide to play. Having a game on my shelf just settles that assurance that it will be available should that desire crop up to play a certain game. the truth is, like the majority of you my games spend most of their time sitting on their shelf but when that time comes and I decide to pull it off for use it's just nice to know I can pop the disc in and it's ready to play - Recently I've been playing through the Kingdom Hearts series and to have all the games bundled in to the PS4 Remix is a joy and a prime example of something become relevant to me need and readily available.
Beyond that I suppose the next best thing I would say I "collect" are Final Fantasy related items - Nothing excessive but I have plenty of Guides, Soundtracks, Figures, Artbooks & have even been to a Distant Worlds Orchestra concert (Got tickets to go this year too!). I'm not someone who is aiming for a complete collection or anything but I've got a decent gathering which I'd say is beyond the normal consumer and fan noteworthy.