I also enjoy collecting original/hand-drawn sketch artwork from comicbook artists.
I don't have much art, as I'm fairly new to the hobby and because it can be a very expensive hobby.
Most of my pieces are, however, near and dear to me; not just because the art itself is beautiful, but also because the art was made for me (and in some cases dedicated to me in writing.)
Here are a couple of my favorite pieces:
Punisher by Tony Moore
Hulk/Wolverine by Humberto Ramos
Hulk/Spidey by Humberto Ramos and signed by Stan Lee
Yorick & Ampersand by Pia Guerra
Joker/Harlequin by Lee Bermejo
I also keep a sketchbook handy. The book has probably 150 pages, and I think I have maybe 20 or fewer sketches from different artists in it. Most of them were given to me for free from the artists. Maybe I'll upload pics at some point.