Yes, I collect. As in actually buy. My first was the Japanese edition of Inuyasha OST 2, and I listened the hell out of that thing. Most conventions don't even have CD's in the dealers' room anymore (outside of Vocaloid or visual kei), so now it's to eBay and occasionally Y!J if I'm desperate. If I can't find it for reals, I bite the bullet and torrent until I do snag it.
Though there haven't really been many series in the last years I particularly wanted to get the soundtracks to, so I've mostly been keeping an eye out for some older ones when they crop up in random dealer boxes or on auction sites.