Any special edition consoles will be collectible. Even the Halo edition will still command a premium. Any kind of rare or one-of-a-kind things like beta discs, prototypes, the hardware refresh disc, and retail kiosk displays/demos should be of interest to collectors as well.
I can't think of many games or accessories released at retail that would be considered collectible. Maybe Marvel vs. Capcom 2 since it went out of print so soon. I doubt Steel Battalion will be worth more than it's original $200 price tag for quite some time. There are a few games that were only sold at certain retailers (Sneakers at TRU, certain Outlaw sports games and Freestyle Street Soccer at Blockbuster), but I don't think they were rare enough or good enough to be considered collectibles.