Sega Saturn.
I love the artwork on most of the games. The big jewl cases are also nice because it keeps everything in mint condition, unlike cardboard boxes that can fray at the corners and rip. They are also unique boxes and not just the average boring cd case.
and I collect for Saturn because most of the games have really great gameplay and alot of classic RPG's. It also has alot of the arcade games that I played a lot back in the day, like HotD, Die Hard Arcade, ect.
With the Saturn you can also collect a lot of games for cheap and the RARE games arn't too badly priced compared to other systems.
Other than Saturn I collect for Jaguar(back when Jag collecting was cheap ) I can't afford much of anything for the Jag the way the prices have blown up.
Only thing about Saturn collecting is nobody is releasing any homebrew games(well that I know of)