Not to sound flippant, but How about anything thats available and fits your budget as a starting position? OR, what is it you like above all others?
Then, once you've got that mastered, you tend to focus on one or two particular fields, unless your a collector of any and all things not so esoteric that go bang, like me.
Now its MN milsurps from Russia that are available, so they're cheap and thus hot. (Personally, I think they're kind of homely looking and I've got all the Mausers I want or need... I can't believe I said that... must be sour grapes at work) A couple of years ago the CMP released a bunch of 03's, so they too are in the market albeit a little higher priced than the MN's. Yugo's are going strong too.
Some guys and gals do the cowboy era, others things military in nature.
Some, who'll remain unnamed, are in the business of cornering the market on all things S&W and 1911 and have gathered a collection worthy of drooling over.
But these same people either are wealthy beyond my wildest imaginations, don't eat much, or more than likely, are in the right place at the right time with the right amount of cashola available and all their friends know what they love and collect and help them spend their money. Friends like that... hard to come by, hard on the checkbook.
Me, I seem to have enough trouble feeding the kids I've got on a regular basis to continue building my own Museum of Firestix, so I collect mostly empty ammo cardboard boxes and such.
Then again, I can divide my kids into the under $100 group, under $200 group and the rest of the groups. Only got a couple of the above $1000 and they're working (hunting) O/U shotguns so they don't really count... (cause in that category they're like the under $100 group...)
Relatively cheap... thats me, too.