Just went to SD comic-con this past weekend and there was lots of cool collectible stuff for sale and on display. I like the original props the most from old films and the hot promo chicks. The coolest combo was the babes promoting Piranha 3D called "The Wild Wild Girls". I just saw the trailer and its the same director as the Hills Have Eyes remake.
I have a fairly large Movie/TV Series collection. I used to collect comic books but they are way too expensive for new issues now. I have some Star Trek related books & trading card sets & about a dozen or so Trade Paperbacks, but that's about it.
Since, I am very inclined to music, music sci-fi is my collections from the day that I loved to collect with. As well, as games for more lively outlook. I just stick to 1 or 2 collections because I don't my room looks storage of my collections.