This is an interesting supply and demand question, for sure.

The rarities like pinball circus, krull, king Kong, etc are certainly one way to go.

I would also say that the pinside's most sought after list is another (TZ, TAF, etc)

I will provide a third option, however. There are certain pins that don't seem to change hands a lot, and while they may or may not fall into the other categories...they are difficult to obtain. People just don't move them out of their collections much.

These are some games I would place in that category: The Shadow, Tron, TSPP, TOTAN, RBION, congo, black rose.
In the few times these pins come up, they are typically priced VERY high and sell easily within minutes. They have a great combo of desirability, fun factor, limited availability, unique layouts that fit well in any collection, and they are widely "known."