The game that cost me the most (and that's worth the most in my collection) is Zelda: Skyward Sword special edition bundle. I bought it for 140$ I think, had to get it on ebay because my "friend" who worked in the video games store where I pre-ordered it never bothered to tell me they didn't get any copies, so I was too late everywhere to get a copy in any other way than online.
I find it unfair to put it as my most expensive game though, since its value is increased by the controller, so my most expensive game that comes with nothing else is Xenoblade.