I download roms, sure, plenty of them, and play online a lot too, but I never would consider myself "collecting" them or anything. It's just not the same, and really should never be considered part of your collection.
Aside from the fact that there's just something intangible about playing on the real hardware that no emulation, no matter how accurate, can emulate, I still don't find the emulation of n64/ps1/saturn era systems and beyond to be very satisfactory. Too many graphical errors, too much configuration required, etc. That's just me though...
Impressive for what you have I suppose, though personally I'm still not very interested in most newer consoles. I suppose I'm just far too busy still enjoying all that I missed last gen. I'll get these new consoles eventually, just not any time soon.