The most collectable retro systems
i believe are :-
Snk neo geo ngh ( a.k.a. aes), because of it being exactly the same as its arcade equivalent (mvs) , the only exception is in how they are presented.
its only slight flaw is the manuals are mostly in black and white print, and later on reduced in size, although some of the reduced sized ones were in full colour,
the size might be a slight flaw for some as well? as the games are quite bulky and weigh just under a kilogram, but to most collectors that just adds to them being special.
classic games for system are :-
King of fighters series 94-2003 (97 is prob the least fave),
Samurai spirits (showdown in the west) series (1-4, 5 (a.k.a. zero) 5/zero special, (3 is the least popular),
metal slug series (1-5, and x (which is just a rework of 2?), (series which is regarded as prolonging the life of the system?),
+ many more including some outstanding titles.
And the Japanese Megadrive, the megadrive had lots of arcade conversions, and a few that went the other way also, sega produced 2 arcade systems that ran megadrive games in the arcade, the mega-tech and the mega-play.
the Japanese megadrive is more collectable than other regions, mainly due to the presentation (artwork) involved, covers that had professional illustrations on them, as well as manuals that are in full colour, most are usually well designed with colourful images/characters in them.
the hardware from the region is regarded as being the best looking and most collectable too, other regions have had alsorts of modding applied to them.
Classics for system are :-
golden axe series 1-3,
shinobi series 1+2 and shadow dancer,
thunderforce series 2-4,
bareknuckle series (streets of rage) 1-3,
+ many more including some special and unique titles to the system.
both systems are highly sought after and are quite rare through-out, extremely rare in some instances.
Personally dont think any other systems are as collectable, old cd systems take forever to load and alot of the classic games have been ported to more modern cd/dvd systems, the super famicom maybe a decent alternative, although have found the region lockout to be more harsh than the megadrive.