I've recently started collecting SNES games...though probably not collecting in the same sense that some of you do. I don't particularly care for complete items with boxes and manuals and stuff like that, just getting the games is enough for me (for now at least).
There are a couple retro game shops near my place that I go to once in a while just to see what they have. Occasionally they have pretty decent sales (got Chrono Trigger, Mario RPG, and FF3 for 20 bucks each at one a while back, batteries still work) but usually I just pick up the random garbage game I remember from my childhood that happens to be dirt cheap (Buster Busts Loose, NBA Jam TE, NHLPA Hockey '94, stuff like that). I got Yoshi's Island off Amazon for like $15 not too long ago, too (cart only again).
I still have some fairly big name games I'm on the lookout for: Super Punch-Out, Super Metroid, the DKC games, Star Fox, Earthbound. Wouldn't mind Kirby's Dream Course either.