My collection is mostly divided up into a couple sections: Collector's/Limited Editions of games, OSTs, art/etc. books, and "other".
I don't really have any single items that are particularly valuable or noteworthy, it's generally just the collections themselves that end up meaning something. There are a few exceptions.
Varia Suit Samus from First 4 Figures is a bit of a special item for me. I paid a fair bit of money for it, more than I'll usually pay for this kind of thing. I have a longstanding emotional bond with Samus, though, so I wanted to get it. I'm a big fan, like Sy, and I'm actually still considering getting
Zero Suit Samus. Don't need or want any of the others, really, though it'd be awesome if I could get the
MP2 gunship. But that's $300, and well out of range for any sane collector who isn't rich.

My bunch of CE/LEs are something I take a bit of pride in. I have others that aren't listed here, but I don't feel like hunting down the ones that aren't currently grouped together on the shelf. So I've got special editions of:
BlazBlue, Morrowind, Oblivion, Fallout 3, Warcraft 3, Quake Wars, KISS Psycho Circus, Bioshock, Disciples II, Prey, Guild Wars, Guild Wars: Factions, Guild Wars: Nightfall, GTAIV, Bully, Gears of War, Final Fantasy XII, Jedi Knight II: Jedi Outcast, and
The Witcher. There are a few others, like I said, but I'm in no mood to hunt them down. A number of others are also limited first-run things sort of like
BlazBlue.
I have #203 of the limited 500-copy run of
Doom 3's theme on 7" vinyl released by Waxploitation records and signed by Chris Vrenna.

I have the special 20th anniversary box for
Castlevania: Portrait of Ruin.

I have a bunch of
Final Fantasy XII stuff, including the Ultimania Omega guide in Japanese, the six original promotional posters of the characters, a cardboard store standee, the full 4-CD Limited Edition OST, and a nearly-complete run of the first set of pins they released in Japan (these are a bitch and a half to find). Sadly, I do not have any of the large figures or the amazing Judge Gabranth resin helm that generally costs over $1,000. And at one point, I almost did have it. Oh, and I have the mini figures of the main characters. Can't find a picture with all of them in it, so there's just a picture at the bottom here that looks pretty similar.





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I have a whole metric crapton of
Seiken Densetsu/Mana-related stuff. I have original Japanese
Seiken Densetsu 2 and
Seiken Densetsu 3 carts, a number of Japanese guide and art books, a gigantic
SD3 sheet music book, and nearly every OST ever released for the games, including
Final Fantasy Adventure, Secret of Mana, Secret of Mana +, Seiken Densetsu 3, Legend of Mana, Sword of Mana, Children of Mana (no actual CD - it was digital distrib only over iTunes in Japan),
Seiken Densetsu 4, and
Heroes of Mana. A lot of this stuff I can't even find pictures for.















I have a Saturn with an original copy of
NiGHTS plus the special controller. No
Panzer Dragoon Saga yet, sadly. =(



I also have a bunch of cool old oversize display boxes from the earlier days of Electronics Boutique, including one for
Sword of the Berserk for DC,
Half-life: Opposing Force, and... I forget. Some other ones. Unfortunately, they've been broken down and in storage for years.
I also have a nearly-complete collection of figures from
American McGee's Alice, both series 1 and 2. As far as I know (information on what was available in each series is basically nonexistent now, and was nearly so back when I started collecting them), I'm only missing 2 of the 4 card guards, because they came packaged in sets of two and it was random which 2 you'd get. I was never able to find a pack with the 2 I needed. So I have both editions of Alice and the Cheshire Cat, both of the White Rabbit (series 2 was a black one), the Jabberwocky, Tweedledee and Tweedledum, the Caterpillar, the Mad Hatter, and 2 of the 4 card guards.

I have a large collection of maps from various games as well, like the cloth maps from
Neverwinter Nights and
Ultima IX: Ascension, and poster maps for way too many to bother listing here (though I really love all the
Elder Scrolls maps, and Sy was nice enough to laminate me the giant one from
Oblivion).

I could go on and on about the other OST discs and the art books and such, but those aren't really my top stuff anyway. I have some other figures as well, such as a couple from the
Diablo II line and whatnot, but... eh. I'm tired now.
So there you go. That's most of the gaming stuff that means the most to me.
EDIT - A few changes/additions/edits.
EDIT x2 - Fuck. I didn't know seikens didn't let people hotlink images. I'm going to have to yell at Sheexy for that. Yell with loudness.