The Mega CD (European here ) games values vary wildly - the FMV titles are not considered valuable at all, while the Shmups (e.g. Robo Aleste and Keio Flying Squadron) are considered very rare and collectable.
I found the flat Sega-CD model (not the stacked model) to be far less reliable than the CDX (the laser "eye" breaks down). If you can find the CDX, that's a much better pickup IMHO!