Modules for collecting purposes: I can't tell what modules are worth collecting, it depends on what you are interested in. But Roland CM-500 is widely considered a nice item to have (Sound Canvas + MT-32 in a single module). Very scarce and expensive, only LAPC-I could rival its insane price.
Modules for gaming purposes: you need at leat a GM/GS compatible module (Roland Sound Canvas), and a LA synthesis compatible module (Roland MT-32). If talking about Sound Canvas, the bigger is the better: SC-8850 > SC-8820 > SC-88 > SC-55mkII > SC-55 (more parts, voices, tones and drumsets). However, a newer MT-32 is not always better; some games were developed to take advantage of design flaws only present in first-gen MT-32, while other games make use of the additional effects only present in CM modules. Therefore you may need both a first-gen MT-32 and a CM-32L.
Interfaces for external modules: if you are worried about PCI soundcards compatibility in DOS, I guess you can't use ISA soundcards/interfaces. Well, don't worry because, as robertmo said, external modules do work in DosBox, either with an actual soundcard or with an USB to MIDI interface. Even an intelligent MPU-401 interface can be emulated in DosBox for games that need it. Other options that also have a collective value are true Roland interfaces (SCC-1, MPU-401/AT, etc) and MPU-401 clone interfaces (Midiman MM-401, Music Quest MQX-32, etc). Sound Blaster interfaces have debatable value due to the infamous hanging notes bug with DSP > 4.05 and < 4.16, only some very old SB16 models and AWE64 are bug free.