It all depends on what the extras that are coming with the game. Most of the time it's a 'no' since it's normally something like an art book and a dvd on how the game is made, and maybe a soundtrack.
Now, I bought inFamous 2's collector edition and that was the best CE I've ever bought, a Cole statue and a replicate of his backpack, among some other goodies, so that's an awesome CE.
Skyrim's CE is expensive and really, while I do love art books, the only thing that makes me kinda wanting to get it is the dragon statue. I just think the while the stuff may be cool, the price is also a make or break for me.