The most expensive game I've *ever* owned was a cart-only copy of the US release of Stadium Events (NES)...paid $1200 (US) plus an NTSC Super Turrican NES proto in '07. It has since been sold, on June 30, 2010 for $2202 US. Currently, the game I own which cost me the most was a VGA 80 Dragon Warrior IV (NES)...paid $800 for it (a pittance, considering the last factory-sealed DW 4 on eBay went for $2025...ungraded...never mind the 85 that's on eBay right now for $4500 o_O ). I will say this, though...I tend to seek out deals on games whenever I buy them...and more often than not, you may be surprised at how little I've paid to acquire a lot of my rarer games (Valkyrie Profile 2 Artifact Box complete plus a factory-sealed Xenosaga Episode 1 Premium Box for $140 shipped, Valkyrie Profile Limited Box for $94 shipped, etc.).
Edit: Super Turrican was NTSC, not PAL
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Most wanted games and game-related items (offers):
Tales of Graces F Windle Kingdom Letter Package (PS3, Japanese) ($300 complete/$450 factory-sealed)
Tales of Xillia Famitsu DX Pack (PS3, Japanese) ($170/$220)
Tales of Xillia Kyun Character Pack (PS3, Japanese) ($190/$250)