Completely depends on what it is....
Air Raid: I don't even have a VCS, that thing'd be sold in a heartbeat.
Euro Kizuna Encounter: I like the AES (duh), but despite being rare, this game sucks. I'd sell it and keep the $12,500
Gold NWC: I'd play it a couple times, because I hear the combination-style gameplay on these is pretty neat, but I'd probably sell this too. I don't think I'm ever going to go for a complete NES collection.
Divers Dreamcast: Oh hell, I'd KEEP this.
Radiant Silvergun: Keep it
Metal Slug 1: Sell it.
It all depends. For me to keep an extremely valuable rarity rather than take the cash it'd have to meet both of the following criteria:
1.) Be for a system I collect
2.) Be a good game (i.e. radiant silvergun)