I have a humble little arcade with a few pins and a few games. The only thing that keeps me from going nuts with the size of my collection is space issues. I love my basement for too many different reasons to much to fill it up with only one of my hobbies. I could build an exterior building in my back yard, but I love having the games in the house.
I guess the only solution will be to strike it rich and just buy a massive home one day.