I have Ico/SotC, MGS, and Sly collection. Including XBLA/PSN stuff, there's Rez, Outrun 2, Beyond Good and Evil, and I'm getting Jet Set Radio for sure.
Sly collection is the one I sorta regret, and not because I dislike the games at all, but I'm not nearly as interested in replaying them. Same reason I'm not too interested in this Ratchet collection, or the Jak collection, or the God of War 1&2 collection. My problem is that I've already played most of these games before. I'd be more excited if games I didn't play were in HD.
I still appreciate that these are coming out and there are other packs I'm buying, like the ZoE Collection. And I still need to get God of War Ghost of Sparta since I haven't played that on the PSP.
The situation on PSN needs to be cleared up. From what I understand you can only buy these games separately on Playstation Plus, and it doesn't apply to all games.
I also have the metroid prime trilogy on wii, but that's not so much an HD collection as it is a rerelease with other additions. wait, if remakes count too then there's OoT 3DS, Ape Escape PSP, and a whole bunch more.