Personally I really like the Saturn and have no interest in the Dreamcast at all.
I'm also collecting the library of games for it too, and it can be very expensive, but there are some really good games for it that don't hit the $20 range. The biggest problem with collecting Saturn games is the cases though. If you're like me and NEED complete copies you'll be dealing with a lot of broken cases. These things aren't sturdy and most of the time you'll end up with them missing a hinge piece or a few large cracks in them. And its not like you can go buy replacements at Staples, since they had to use some off the wall, oddball jewel cases.
But, There are a lot of gems on the Saturn and it's a real blast to play. Plus with an Action Replay you can play imports w/o the need for moding the system. Which opens up a whole other world of games that were only released in Japan, thanks to the system's short lifespan. And some of those games are a lot cheaper than their NA counterparts. Of course some of the more popular Japanese only titles are still pretty spendy too (Radiant Silvergun, Batsagun...)