First for me was a cocktail Tempest I picked up way back around 1992. I had somewhat recently rekindled by passion for the game, but by then, it was very hard to find the game at the still-dwindling/still remaining arcades at the time, let alone one that was working/playable. I actually found a local outfit that had a working unit about a year earlier and would visit it once a week or so, but it did go down eventually which cemented my desire to own one even though I had no idea whatsoever how to find one nor about how to maintain it. I even offered the owner for the now-not-working game, but they didn't want to sell it at the time.
So I literally looked up "Amusement Devices" in the old school/Yellow Pages phone book, called a couple of the places listed and left messages, and one called me back a couple of days later saying they had a working cocktail version and was I interested. It was local and I agreed to come by to check it out, and for $300, I could not resist (even though I would have preferred (and still do) the upright). Lugged the game around with me from place to place for several years as I was still in graduate school and renting. And amazingly, it never had any problems during this time other than a minor problem with the A/R board that I was able to fix at the time with help from an Atari tech I contacted back when they were still active in Milpitas (California).
Fast forward a few years to me wrapping up graduate school, getting a "real" job and actual savings to my name, and then meeting a collector at the time with about 40 games which inspired me to start building my own collection (this by the late 1990s/early 2000s). Began with a Space Duel, then a Major Havoc, then a Sinistar, and then more and more. And yes, I did eventually trade my cocktail Tempest for a very nice upright (which I still have to this day).
Pretty much maxed out these days on space with the 30 or so I have, but pretty happy with the collection as is...
As a side note, I've always really enjoyed meeting other collectors from all walks of life, and also learning how to fix/repair/restore the games myself. It's quite fulfilling when I am able to fix an unhappy game and get it going again.
Jonathan