Personally I don't collect anything, well, a little maybe. I collect in a small scale alcoholic beverages of all different exotic kinds, but i have a problem keeping it a collection. It usually end up in my belly. Its magic, I cant explain it.
I have that problem too, only with me it's beer cans (preferably Ringnes Pilsner)...
I also collect dust-bunnies - I have quite a few now, mostly hidden under armchairs and the sofa.
Edit: Yay my 1000th post! And a worthy one too in my opinion.