Well, I don't think it's necessary to save the plastic film once you remove it... it's held in place with static electricity and can't be re-applied to the controller.
steve, what you have to understand is some collectors have serious "issues".
i also save EVERY "factory seal" sticker on every dvd, ps2, xbox, or whatever i buy. after peeling off the shrink wrap, i place the plastic on a flat surface, and slowly re-stick the "factory seal" to it. then i take scissors and cut along the side of the seal, so that I have a perfect, not sticky sticker. then it must be inserted under the top manual clip in the dvd case.
and yes, i do think complete game auctions should include the seal sticker especially PS2 games.
bring on the flames and the hatred, im a sick f*cker.