I would NOT sell my collection for financial reasons. Selling your $5k collection when you're $30k in debt serves no purpose I can see. If you're $30k in debt, $25k in debt ain't out of the hole. If it would completely get you out of debt then I could see it. I could probably sell my Shinobi cabinet for $200 or so. My wife and I usually spend $15 for lunch and $15 for dinner (we eat out a lot). Would I trade my Shinobi cabinet for 7 days worth of eating out? I'd rather eat peanut butter and jelly for a week and keep the cabinet!
Now, I WOULD sell my collection if I grew tired or bored with it, but only after waiting for several years. I know that myself personally, I often change my opinion about collecting in general. When I first came to DP I wanted to get on some good trader lists and I had some old Atari instruction manuals so I sold them. Boy am I wishing I hadn't -- I miss them already, and will probably have to pay double what I sold them for to get them back.