Ahh one of my few areas of expertise.
Most valuable pc games are valuable because they are well known but older. Sierra, Origin, Infocom all those go for large amount when complete boxed. Most cartridge games or booter disks from the 80s are rather "rare" but tend not to sell very high due to not being known.
Some notable games in demand:
FF
Blood expansions
Duke 3D boxes
Id software games
Sierra titles
Infocom complete sets
Old bethesda games
Some very hard to find games are those that were simply not big sellers, obviously. Some particularly elusive ones:
Boxed Commander Keen games full version
Maxis game expansions (Simcity expansions, etc)
SimHealth
Boxed b&n Epic Megagames games
Any handmade/ziplock bag games from the author/or mail order titles
So very very many games from the shareware days are nearly impossible to find full versions of, since they were not sold in stores... Probably thousands with only hundreds of copies made officially (piracy made full games even more rare, quite common to find bootlegs)