Star Wars gets the most attention from me in the past...
Honestly, my disenchantment with Star Wars grows every week though... The line's just not inspiring anymore. It's nowhere near capable of competing with other toy lines, and Hasbro's truly running it into the ground much like the Batman line got from them, or how Playmates killed Star Trek.
Of course, the new films not living up to the hype or expectations of many also haven't helped the SW license keep momentum either, so let's give credit where it's due all around...
Star Wars just isn't a powerhouse on any level anymore, no matter how much we wish it to be. What's sad is Hasbro's capable of so much more, but just unwilling to go boys to the wall on the line.
Couple that lacking attention to their consumer's wants, and the inability to motivate retail to get product out there, and you have a recipe for disaster.
I've easily put more money into Star Wars than any other toy line though, that's for sure... Though I do not collect many toy lines either.
I continue, as 21st Century puts out new product, to buy a new vehicle here and there, and if I could find new 21st Century figures on the pegs I'd be buying a Battle of the Bulge G.I. every time I walked in a TRU I think. Unfortunately 21st is slow to get product out... We'll see what new shows up, as 21st is definately ABLE to get my $ if they just put out some n ew things in good quantities...
The upcoming WW2 USMC figures are amazing looking, and while a biznitch to find, the Battle of the Bulge figures are easily the best they've done so far in terms of detail and playability. Picking up the pilots on their own cards through the 21st Website was nice too though.

G.I. Joe beckons me to collect it... Joe was THE Toyline back in the day, and while the new stuff leaves something to be desired I could see myself trying to army build some of the old figures, and amassing a good Joe collection built off what I have from my childhood.
beyond that, my collecting habits are passing... LOTR is nice, but too expensive to suit me, and too difficult to bother tracking down for my brother who loves LOTR, much less myself. I've given up on it.
21st Century and Star Wars are all I'm focusing on now, and let me say that Hasbro is making it too frustrating to bother all the time anymore... Maybe when some superior product starts to come out I'll rethink this... But when I get almost an entire year's product line-up on sale/clearance, well that doesn't bode well for the future.