I collect these too. The big boxes take up a lot of space compared to carts/DVD/CDs, but they certainly look cool on the shelf, and they remind me of days of my youth prowling the shelves of Egghead or Software Etc., being too young to play of them and lacking decent hard since all we had was a crappy Apple II.
I have most of Lucasarts output, a big chunk of Sierra's, several Infocom titles, and a whole bunch of those neat foldout record album-style boxes that Electronic Arts, Activision and Mindscape used to put out in the Atari 8-bit/C64 era. Plus an assortment of mid-90s PC stuff, mostly stuff from Origin, as well as assorted adventure games from Legend and other companies.
They're actually not THAT hard to collect for. It's hard to gauge prices since they're so infrequently listed, and the ones that are ten to suffer from the usual eBay BIN inflation. But if you follow auctions or check out Amazon, you can get a lot of good stuff for ~$10-15 each with shipping.
Some of the really old stuff has been exploding in value lately. A copy of Softporn Adventure for the Atari recently sold for something like $1800.