Obviously, items that are hand built in limited quantities by "masters of the trade" are the most likely candidates. The early tube based pieces made by Marantz are a prime example. Once you start working your way into more modern gear, there are very few pieces that could ever come close to obtaining their original retail sales price on the used market.
As such, building a system based on "collectability" or "market value" will have you running almost all vintage tube gear. If you like that sound, that's a double bonus for you. If you don't like that sound but are worried about your investments in this "hobby", you are better off looking for the best buys possible on used gear that has a good reputation. Straying from this formula to find some lesser known "gems" may net you musical satisfaction, but it will only end up hurting your pocketbook in the long run.
While i do agree that a quality "bang for the buck" system is hard to beat for the money invested, if you are more worried about your pocketbook than you are obtaining musical pleasure from your system, you should be scouring the ads at Best Buy & Circuit City to see what will produce the amount of sound desired for the least amount of money. In the long run, it is only the personal enjoyment that you obtain from using your system and listening to music on it that will ever recoupe the investment that you make in it. Once you accept that fact, you'll be a lot better off and won't feel so guilty about allowing yourself these pleasures. Sean
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