I guess the most prized piece of my somewhat limited collection is my set of all 180-some MST3K episodes. Since most of these will never see an official DVD release, I value these tremendously, even though you can probably still find them online if you know where to look.
Another title I value highly is a tape of old P.O.D., Project 86, and Blindside shows from 1999/2000. Sadly, I have yet to transfer these to DVD along with my MXPX "It Came From Bremerton!" tape. You Star Wars people are killing my hopes and dreams.