I've been collecting Wonderswan for a while but my collection is still modest. I made a fairly large mistake by going for a Swan Color before a SwanCrystal- basically go for the Crystal and only collect the other two for completion's sake, you won't find yourself playing on them a great deal. The Final Fantasy Limited editions are pretty sweet from a collector's standpoint though.

Myself, I mainly collect puzzle games, my favourite by miles being Xi Little- pick it up and book a week off work. Seriously. Otherwise, a very general rule for the WS is 'the later it was released, the rarer it's likely to be'.