My husband and I collect RPG games. We intend to play them all, but we buy them faster than we can play them, so I call it a collection.
For playstation, some of our favorites are the Suikoden series, Nipon Ichi games (Disgaea: Hour of Darkness, Phantom Brave, La Pucelle: Tactics), Arc the Lad, Romance of the Three Kingdoms. We're almost finished with Dark Cloud 2 right now. We just got Stella Deus and Atelier Iris a while ago. We're also going to get into the Dragon Quest series soon. I've played Dragon Quest 3 for the GameBoy.
For X-box we have Fable, Sudeki, KOTOR 1 & 2... hmm. Xbox doesn't have many RPGs.
PC, we have Bladur's Gate 1 & 2, Icewind Dale 1 & 2, Neverwinter Nights & expansions.
Pen & Paper, we play D&D 3rd edition. Haven't quite made the switch to 3.5, but we don't mind too much. We tend to change the rules to what we want anyway. We play irregularly with friends.
Online, we play several message board RPGS. We're currently involved in a fantasy one, two superhero RPGs, and we're running a sci-fi one. If you're interested in joining or just seeing what an online RPG looks like, take a look at
http://elliotkane.proboards27.com and look in the RPG forum. The one we're running is called New Home.