PS2 era has a lot of good RPGs you can get for cheap - All the Wild Arms (aside from Alter Code F, the worst one but also ~$70), Suikoden Tactics, Shadow Hearts: Covenant, Radiata Stories, Valkyrie Profile: Silmeria, Breath of Fire: Dragon Quarter. I'd jump on these now, since (Japanese) RPGs are one of the genres that tend to rapidly increase in value through the years.
Panzer Dragoon Orta on Xbox is the best game on that system and also not really that expensive. Absolutely brilliant art direction and music, and fun rail-shooter gameplay. It's by far the cheapest of the series.
Speaking of which, the original Xbox is one of the cheapest libraries to collect for, especially if you like obscure/niche western platformers, racers, and shooters.
For some reason, you'd think that Guardian Legend would be really high in price, as it was quite niche back in the day with a strong cult following, but it's probably $10-15. Really unique hybrid of overhead Zelda-style exploration and fast-paced shmup. Made by Compile of Aleste and Puyo Puyo fame.
And on Saturn there's Galactic Attack/Layer Section. Game is cheap as hell, and quite good. It's a 2D vertical shmup... I got it for $10.50... which is a steal compared to how expensive most Saturn shmups tend to be.
Every Extend Extra PSP is going for under $5, sealed. It's one of my favorite games on the platform... a game where you blow yourself up to set off chains of explosions, the larger the explosion the more points and the more 'extends' you get. Created by Tetsuya Mizuguchi of Rez fame. Stylized, hypnotic Rez-like graphics when it was still novel and before every trendy indie game under the sun aped the style. Great, banging techno soundtrack before the genre went all mnml in the mid 2000's (and all drumcode big-room style in the mid 2010's).
Quarth on Game Boy is a cool hybrid of Tetris and shmup, very original and relatively inexpensive.
