I was pretty religious about collecting everything until the Bohrok-Kal came out. Every new set was a serious moment of excitement for me, then my interest tapered off when I realised that I'd just be adding samey clutter to my then-limited shelf space. Sadly, everything exists in the loft now, but I'd love to get a few choice figures out for decoration.
Toa Mata collection + all "gold" masks and a silver Kaukau--I got most of these by happening to badger my parents when they were in town, then my parents surprised me with Gali and Pohatu after a swimming event, which completed the set
Rahi collection--the flying bugs were a weak point, but everything else was a serious highlight, with Manas giving me a fantastic capitalist-pig Christmas experience
Toa Nuva collection
Bohrok collection--I was seriously blown away by the design of these, as everything from the balling to the brutal jackhammer mechanism worked so fluidly
Four of the Bohrok-Kal, though none of them did a whole lot for me:
One Exo-Toa, which I got in Legoland and was extremely impatient to build, since I wasn't going to risk losing parts in a hotel room
The Boxor, which also gave me my only (discless) gen1 Matoran, which I loved
Lehrahk, which I decided to get while in Blackpool or something--at that point, I wasn't really bothered about the figures, but I was always curious to check these things out. I stood in Toymaster with my dad for about five minutes, trying to make up my mind. I became so stressed that I cried and had to stand outside for a bit. I definitely didn't regret buying the figure, as it was the most flexible and stylised main-line figures that I'd seen. Sadly, the compulsion wasn't really there to get the rest, as I wasn't smitten with the suggestion for combined figures and there wasn't much to distinguish the individual figures.
After that, love was over, but I still find myself sorely wishing that I'd got the Makuta and Takanuva sets. They looked so different at the time. Anyone feel like they were worth it?