Anyone who says Winchesters are not collectible is looking at the broad spectrum and not the minutiae. Winchester lever guns are probably the most collected rifles in America, if not the world. However, a plain-jane Model 94 in 30-30 or 32 Win Spl are probable the least "collectible" of all the Winchester lever guns.
To begin, rule out anything manufactured post 1964; those are worthless other than to take the range and bounce around in your pick up truck. (And they're very good at that.)
I suggest you obtain a copy of the Standard Catalog of Firearms-any edition will do. It will show the models of lever guns produced, years of manufacture, calibers produced, and in what numbers.
That last piece of information is important. With that knowledge, you can map out what your collection might look like. You can start looking for those rare calibers, of which few were made. Those will be your collector items. Also, pay attention to what was standard production and what was "custom order." The true beauty in collecting Winchesters is that, prior to 1964, customers could special order almost anything they wanted. Subsequently, there are a lot of unique, one-off rifles out there. Those are the guns that fetch the really high prices. As mentioned earlier, anything that is "Fancy Grade" (high grade) or similar will be a premium.
Condition is everything. Learn the NRA grading scheme. A refinished gun, no matter how rare, is no longer collectible; don't let anyone with a refinished gun to sell tell you different. It doesn't matter who did the reblueing, either. However, this is where your "hunting/collector" gun comes in. If you find that old lever gun you like but want to hunt with and it's in very rough or refinished condition, then that's the old gun you take to the field.
Lastly, buy the gun, not the story. Any gun with provenance must have some way to authenticate the story, otherwise, it's just a story. (Look for a letter from the Cody Firearms Museum in Cody, WY.) Old Winchesters come with all kinds of cool stories. Listen politely with a smile, but buy the gun, if you want it, not because the seller has some cool story to go with it.