Overall my collection falls under the 'anything I'll play' category, which is pretty much anything apart from deep strategy games, sports and most types of racing.
I'm less interested in puzzle, adventure, music and fighting games (IE 1-on-1s like Street Fighter) ambivalent about FPS and open world games (Far Cry, GTA etc.) and more interested in RPGs, Beat 'em ups (Streets of Rage), platformers, arcade style games, shoot em ups, survival horror, metroidvania's, roguelikes and anything related to them.
I have a longstanding interest in Musou (Dynasty Warriors + spin-offs) games, collect fishing games for some weird reason and love picking up obscure Japanese-developed titles, crusty computer games and budget/download console titles which have been released on disc.
As far as merch goes it starts and ends with soundtracks and strategy guides, both of which I pick up wherever possible for cheap.