I don't collect complete sets of any console (seems like a waste of money when so many games for any given system aren't worth it), but I do have a nice Saturn collection. About seven years ago I started collecting for it in earnest and I picked up the majority of rare titles before the prices went insane.
I got Panzer Dragoon Saga AND Dragon Force together for $225.
Burning Rangers was $90.
Shining Force III was $80.
Magic Knight Rayearth was $90.
House of the Dead was $115.
I don't remember what I paid for stuff like Shining Wisdom, Shining the Holy Ark, or Shinobi Legions, but I know it was all considerably less than they sell for these days. I still had a lot of games from their original retail life too, like NiGHTS, Guardian Heroes, and VF2.
Saturn Bomberman was my greatest accomplishment. I paid $90 for it last year, and that was a great price. Three weeks later, the case and manual got ruined in a flood. The disc still worked, but the manual was all waterlogged and hideous. A local shop got in a copy priced at $80! I took my crappy copy up there, figuring maybe I'd get $40 in trade just based on the rarity of the game, condition notwithstanding. They gave me $115 in trade. In essence, they PAID ME to take a better quality copy of the same game. My old copy still sits in their shelf, priced at $189.99.
I wish you luck in your endeavor. It's gonna cost you, but the Saturn is such a great, under-appreciated system.
