DigitPress.com is best for finding out rarities, etc.. For hunting, I have good luck here, shmups.system11.org, and neo-geo.com for the types of games I "specialize" in. It really depends on what you are collecting. If it helps, I am quite knowledgeable about all 16-bit and beyond platforms, especially Sega, fighting, shmup, and tactics games. I'm sure there are some nice guys to help you here if you are more of an RPG (or other) nut.
Good luck!