The only series that is my prized collection is The Sword of Truth by Terry Goodkind. I have most of them as first edition hardcovers except for books 1, 2, and the novella. I have an advanced copy of book 1 but it's a softcover. I might track down those missing hardcover versions in the future. I also have paperback versions but at some point I thought of not getting the ones that I didn't love. I haven't met Terry Goodkind but some of the paperbacks are signed by him (won an online contest). I do have 2 books from the Chainfire trilogy signed with red ink. I don't remember the significance of the ink's color but it was for promotional purposes so not personalized. Thankfully, I wasn't crazy enough to buy the leather bound version of some of the novels.
For other books, I don't really care. I usually buy them used unless I can't wait to read something. I'm actually glad I haven't had an urge to collect to satisfy the list mentioned above besides Terry Goodkind's books. It can get expensive but at least I collected them over a span of more than a decade.