Rule of Rose with soundtrack cd, runner up would be Kuon. I just love horror games, both were instances of me just at a game store around the time they came out and just deciding to pick up a horror game I didnt have.
I also have Clock Tower and Clock Tower 2 with strategy guide, all the silent hills, all the Resident Evils on gamecube, and Haunting ground.
On the older side I have Earthbound, Chrono Trigger, Mega Man x2 and x3
Ducktales 2 and Chip and Dale 2 on nes.
I've been collecting for a while