This is something I thought about for a while. On the one hand, it'd be neat to see every game from a certain console lined up next to one another. There would be so much history and I would never have to worry about running out of stuff to play. On the other hand, there would be a good chunk of games that I would rather not have taking up space. Sports titles, racing titles, puzzlers, generic action games, etc.
If I were to go for a complete set, it would be for the Saturn. I have "high end" items taken care of, so it wouldn't be as daunting. But, again, sports titles? Pinball titles? Blah...