Pretty much all Neo-Geo AES carts for me; I bought almost every release from around summer 1998-December 2003, and prices kept going up, so the most expensive were the following; prices are estimates...might have been a little less or a little more:
-Samurai Shodown V ($350)
-SNK Vs. Capcom: SvC Chaos ($350)
-Power Instinct Matrimelee ($335)
-Rage of The Dragons ($325)
SS5 and SvC Chaos were murder on my wallet, since both were released within weeks of each other.  I remember reading that SvC Chaos was priced at $350 (price hike over other carts) because of licensing issues with Capcom or something like that, but that was all bullshit, since SS5 also ended up selling for the same price shortly after.  
...I really don't want to even think about how much money I spent on carts over the 5+ years I was buying them.  :lol  I did sell most of them wheever a port would come out for about as much as paid for them, though.  I never could bring myself to spend that much money (or more) on used "rare" carts, however.  Made me glad I bought games like Garou MOTW when they were new.  I've since them sold off the vast majority of my games...emulation is the way I go now; these games look better filtered in 480p via my modded Xbox than they ever did with the Neo-Geo S-Video mod.  What really made me quit buying them was rom releases, though.  I felt really stupid spending $350+ on a game, only to have it playable on my Xbox BEFORE the game even arrived at my doorstep.  And then SNK released the PS2 version about a month after the AES release, which got added effects.
I still buy all the ports as they are released to show my support, and SNK's ports keep getting better and better to the point that I now prefer most new releases over the original versions.
Other stuff I can remember:
-Supergun w/ Street Fighter III 2nd Impact ($350 or so back in summer '99)
-Panorama Cotton for the Sega Megadrive ($175 in Japan.  Sold on eBay for $325.  

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