If I can get it past my wife :) I would like to collect all the LOTR/Hobbit sets. Which is a pretty significant financial investment, so I'm going to have to go it slow.
I'll be scouting ebay as usual looking for bargains. My latest was the Portal of Atlantis set (#8078), MSRP $99.99, I got it for $35.00 plus $16 shipping. The box is dinged a bit but still unopened.
If money doesn't get tight I'll get the Mines of Moria, Helm's Deep, and the Uruk-Hai army, in that order. Then the Orc Forge and work on the Hobbit sets.
Are the rumors of 2013 LOTR sets true? Orthanc, the Black Gate, etc.? Isengard/Orthanc would be too awesome!
There is also a backlog of CMF's that I want to get. Having gotten back into the hobby only a couple months ago, I only now realize how much I've missed! I'm not interested in full sets of them, only a couple from each series really, but for older rare ones that gets expensive (Roman Soldier, anyone?).