I think collections are highly personalized... not sure I'd be asking folks here what I should collect. You'll get a million suggestions, and some of them may overlap with your interests, but a lot won't.
That said, there are some real classic designs... but again, it comes down to personal taste.
I'm interested in history so when I talk about iconic, I mean guns with a historical connection. Not necessarily General MacArthur's personal 1911 but rather a WWII era Colt 1911.
The Beretta M9 is the current sidearm of our military and I'm proud to say I have the M9 commercial variant. The Smith and Wesson Model 19 was the sidearm of a majority of law officers back in the old days and this help my decision along to buy a 1973 Model 19-3 as my second firearm.
The Smith and Wesson Model 29-2 is the iconic "Dirty Harry" gun and it's a beautiful design. I'd also like a Colt 1911 as I said previously and from there...I'm not sure where to go.
I guess I'm also a fan of certain brands because of the history and collectibility of the brand as a whole. I'm not a fan of Ruger (unless you're talking 10/22) and also don't care much for some of the off-brands like Bersa, Taurus, Hi-point, etc. Primarily, I'd like to stick with the big-name brands like S&W, Colt, Beretta, Glock, Browning, H&K, etc.