There's no price guide here because many don't like them, and when someone did start one, it was outdated and lost to the sands of time in a matter of a couple months. I like your idea of a "what did you pay" thread a bit more, though I don't think you'll get a lot of responses on higher priced items (some peeps care what others think and don't want to be mocked for "paying too much").
A better thing to have would be a "rarity guide" that could give you hard facts like when it was produced, what it included, and how many were made. From there a person could derive if something was truly rare in the scope of the collection.
You can get release dates for PCE games easily enough, and Roy has (had?) pictures of all the US games showing all the extras they came with, but we'll likely never get hard and fast numbers for US release dates or quantities produced.