I bought the collectors edition of Half Life 2 a while ago, but that's the only time I've ever done that. It came with a few nifty things, most of which I don't remember. It came with a T-Shirt that I liked, but its size was XL or something, so I ended up giving it away. The main motivation I had for buying the collectors edition over the normal one, though, was it came on a single DVD instead of 4 disks. I hate multi-disk installers!