I read more comics than I get to collect :( but I collect the the big TPB volumes. I have massive amounts of thick and thin books of all sorts, from Shazam! to Ultimate Spider-Man to Cable and Deadpool. I hope to start expanding my DC collection since I've read and fallen in love with Nightwing, Birds of Prey (Gail Simone, love!) and the Spirit (Darwyn Cooke version, love the look).
You can't have a collection unless you know you like the comics and you can't know you like them unless you read them! :)