We've linked to rare game auction crazies Gamesniped.com before, but a recent feature from them rounds up 'The World's Most Expensive Video Games' in relatively reasonable, accurate form - and is therefore well worth checking out.
As is explained in the intro: "Keep in mind however, that there are more rare items than what is on this list. Prototypes and Betas are by nature, one of a kind. However, the demand aren’t there for them like the games on this list. This list is a combination of rarity, price and demand." So they've tried to keep to actual production copies of games - which is a good way to do it.
Mind you, some of the production numbers are stupidly tiny - the top game listed, '1990 Nintendo World Championships: Gold Edition', has a known run of just 26 copies, and it's revealed that "...there’s at least six of these in collectors hands that I can confirm." Personally, I like 'Ultima: Escape from Mt. Drash' on the VIC-20, because it's on cassette tape, which is adorably old school - and it has an interesting history, being published in obscurity without Richard Garriott's permission back in 1983 or so.