I LOVE them. I pick them up whenever I come across them. It's a great value for your money.
I have so many, at this point, my post would just turn into a big list I put them here, so I won't.
My favorites have to be the Capcom Classics Collection Vol. 1 & 2, and SNK Arcade Classics. So many fan-freaking-tastic games from those companies on those collections.
As for series specific ones, you can't go wrong with Mega Man Anniversary Collection, Mega Man X Collection, Metal Slug Anthology, and Legend of Zelda: Collector's Disc.
And for some out of the ordinary collections, The Pinball Hall of Fame Collections (Williams Collection and Gottileb Collection) are amazing digital recreations of real, classic pinball tables dating from the 50s to the 80s.