I bought a bunch of the MicroMachines when they first came out, but then I got fed up with them putting out a 3-pack with only one new ship in it, so I didn't 'catch up' until TRU had a clearance sale. I think I'm still missing one or two sets. I even have a few individually packaged MicroMachines - fan club exclusives in boxes and some blister pack ones I found at a drugstore, of all places.
I have most, if not all, of the playsets, the transforming ones, the big heads, and so forth, and I have most of the Action Fleet. The batch with the Queen's ship in it I never saw; finally overpaid on eBay to get one. (Actually, I asked my husband to keep an eye on it while I was at work - no eBay access - and *he* overpaid; I probably wouldn't have gone as high as he did.)
As for the little heads, I've got a bunch, but I'm not sure if I have all the ones that were out there. I lost a couple of sets of the ones from Pizza Hut, by sending them to someone who never sent me a check.
How about the DieCast miniatures - the ones not quite as small as MicroMachines? I liked those the best, although some weren't very well detailed. I think I have all six of those; I never saw any past that first set.