Boxed Genesis games are easiest to come by because the box was the case, just like DVDs and CDs are/were. Boxed Gen games are awesome, but they're thick and take up a lot of space. Just something to keep in mind.
While I would LOVE to have CIB versions of all of my games, like you said, it's a price thing. Actually, it's also becoming a space thing. I just like owning the game, so I'm more than happy being able to pick up a loose copy. There was a point where I was going a bit nuts with my NES games and bought 50 official Nintendo dust covers for them off ebay so that all my games would have sleeves (I've since gone over that so they don't all have sleeves any more).
Anyway, it's really up to you and what you want to collect. There are people with the money that don't mind plunking down the money for a CIB copy of Super Mario Bros. 3, and there are others that will settle for just the cart. For people that are happy with just their carts, there are actually sellers on eBay that sell plastic sleeves for old video games to protect them, just like a collector would buy for their comic books. I looked up the prices on them and they're a bit more than I'd like to pay.
I actually have a ton of complete versions of games, but I don't display them in the boxes because they take up too much space. They're all tucked away in a storage bin. More than half of my N64 collection is boxed with manuals. So I have stuff like first runs of Oot, Majora's Mask, SM64, Star Fox 64, Wave Race, and tons of others boxed. I also have a nice chunk of my SNES collection boxed too, like Super Metroid, FF2 & 3, Mana, Chrono Trigger, MMX1 & 2, DKC 1, and 2. Same with the NES, boxed SMB3, Ninja Gaiden 1 & 2, CV 2 & 3, lots of stuff. Basically, anything that I bought new while growing up I still have the box for. Most of them are still in reall good shape, others not so much. For example, I remember the day my sister decided to paint her nails on top of the FF2 box. That was a sad day.
I recently thought about getting rid of all the boxes for all these items but I decided to keep them. If there is ever a point in time where I decide to part with my gaming collection (or NEED to part with it), it will significantly raise the value. I still have the boxes for my NES and SNES consoles. Or who knows, maybe one day I'll move out of this house and have a larger room to display these things.
Like Tu said, only rare games keep their worth, usually video games drop significantly in value. There is also the chance that a rare game becomes un-rare during a release and that makes it lose it's value too. For example, the moment Sin & Punishment for N64 (which I have boxed!) became available in the US on Wii, it's value went down. So not even rare games are safe.
But anyway, yeah, it all depends on what you want to get out of your collection. Like I said, I'm happy with games in whatever form they're in, as long as they work.