I'm going to step in and be Debbie Downer. As someone who owns a Sega CD and has collected for it when prices were cheaper, I simply can't recommend it now. There are precious few games that are really good, and only a few of those remain exclusive to the system. Of those few, the prices they want for them are too high. Sonic CD is a really good/interesting game, but it isn't worth more than $30. Snatcher is fine, but because it has become this cult classic the cost is astronomical. The game is fun, but it simply isn't worth the money you're going to pay for it. Meanwhile games like Lunar ended up on Playstation where they're much cheaper. Some will argue which version is better, but even if you prefer the Sega CD version, it isn't worth the $100+ extra dollars you're going to pay for it, not when the Playstation version goes for less than $100 and the Sega CD version is $200.
There are some retro consoles that are worth collecting for (The Saturn) even though the prices are really high. To me, the Sega CD and 32x are not two of them- there just aren't enough games at reasonable prices that are fun to play to make it worth it.