Seeing as people are mentioning digital stuff as well, I also have:

Final Fantasy VI (PSN), Final Fantasy VII (PSN), Final Fantasy VIII (PSN), Final Fantasy IX (PSN), Final Fantasy XIII Chocobo Avatar Pet

Also, Final Fantasy XIII-2 Collector's Edition has been preordered with the Omega DLC, Episode i novella, steelbook and costumes for Noel and Serah.

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PS3: PenguinAlex
360: PenguinAlex

Im sooo soorry that I dont have all these fantastic titles that you guys own because I don't live in Americaor Europe

Well anyways, I recommend you try and get ALL of them whenever possible. I also suggest you don't get XIV until the PS3 version comes out

p.s FFXII is a must! very different from the others. weird and poor story development but great fun hunting!

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I don't have a special collection, just a normal one I guess (pretty complete though):

PSP:
FFI, FFII, FFIV, FFVII: Crisis Core, FF: Tactics War of the Lions, Dissidia, Dissidia Duociem

PSX:
FFV, FFVI, FFVII, FFVIII, FFXI

PS2:
FFX, FFX-2, FFXII, FFVII:Dirge of Cerberus

PS3:
FFXIII, and FFXIII-2 pre-ordered.
And, FF Advent Children Complete BR

Plus guides for all except IV-VI, XI, and WoL. (Because I suck)

Yea, I bought Dissidia and CC first, and really liked the characters so I bought up all the games. I don't know much about War of Lions, just that it's good. Do I have to play the other tactics games to understand it?

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My Final Fantasy is basic but I'm proud of it.

PSP
FFI & II (Digitally), FFIV The Complete Collection, Crisis Core -FFVII-, Dissidia FF, Dissidia 012 FF Legacy Edition, Dissidia 012 prolougus FF.

iPhone
FFI, II, III & FF Tactics: War of the Lions

GameBoy Advance
FFV

PSOne (All from PSN)
FFVI, VII, VII, IX

PS2
Dirge of Cerberus -FFVII-, FFX, X-2, XII

PS3
FFXIII, XIII-2 Limited Edition (preordered)

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Currently Playing: Injustice: Gods Among Us (PS3 & iOS)/ Guacamelee (PSVita)
Last Finished: Injustice: Gods Among Us (PS3)/ Platinumed PlayStation All-Stars Battle Royale (PS3 and PSVita)
Last Bought: God of War: Ascension (PS3)

Currently Watching: The Superman Blu-ray collection

Ya'll make me sad when it comes to thinking about my collection.. I lost most mine when I moved and thought my box that had my collection would be sent later, instead it was stolen. So I'm playing rebuild (hah). Seeing as my brother has a few of mine, I'll take a pic later (maybe).

My collection:
NES:
Final Fantasy 1
SNES:
Final Fantasy 2+3
Final Fantasy 6(famicom)
PSX:
Final Fantasy 7
Final Fantasy 8
Final Fantasy 9
PS2:
Final Fantasy X
Final Fantasy X-2
Final Fantasy 12
PS3:
Final Fantasy 13
GC:
Final Fantasy: Crystal Chronicles
Wii:
Final Fantasy: Crystal Bearers
DS:
Final Fantasy: 4 Heroes of Light
Final Fantasy 12: Revenant Wings
PSP:
Final Fantasy 1
Final Fantasy 2
Final Fantasy 4: Complete Collection
Final Fantasy 7: Crisis Core
Dissidia 012 Prologus
Dissidia 012 Duodecim Final Fantasy
Final Fantasy Tactics: War of the Lion
PSN:
Final Fantasy 7
Final Fantasy 9

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