I have bought my share of compilations as well, but usually only to get a game that was never released on consoles or never made it to the US. More often than not, compilations use emulation that muddies the sound effects, the music, or both, and they fail to take into account that Arcade denizens weren't rich kids with infinite cash flow.
So, when it comes to a game that has had an original home version, adaptation or port back in the day, I almost always prefer that version to anything I have played in a compilation. They tend to play better thanks to no controller lag, and they tend to sound better as well.
