Well, it depends. If you only count retail games, I really don't know - I've got Metroid Prime Trilogy Collector's Edition for the Wii, a PAL version of Persona 4 for the PS2 (unlike the NTSC version, it contained an extra CD with the game's OST) and an imported JAP Pokémon Platinum DS game (not rare, but I got it as a gift back at launch from a family member who lived - and still lives - in japan).
If betas count too, then my rarest pieces are definitely some PS2 Online Beta trial discs that I got a while back on the cheap, with the most valuable ones being Killzone, Jak X, Monster Hunter and Metal Gear Solid Subistence.
Finally, this really shouldn't count for obivous reasons but a few years back I've helped a friend of mine to code a small indie game that got released around a year ago, Bounty Runner. Honestly, even if I did help, I didn't have that big of a role in the game's development and the game isn't well known or anything, but I kept a lot of backups and stuff both for nostalgia value and because I've always loved to see unused stuff in videogames and mess around with betas, so I've got around 40 prototypes of that game and a few other stuff such as tech demos and various test builds: some of them were shown publicly at conventions (NärCon), other were released with minor differences online, but none of them have ever been officially released as-is. I can't release them to the public but maybe one day I'll be able to make a video showing those early builds.