Artbook would be nice, I understand they made a LOT of concept art to get the whole customization thing down.
Exclusive in-game content would make me snap it up without thinking twice, or if it at least included all 4 pre-order packs. Guns would be nice, but just having exclusive customization would be neat.
A making-of DVD would be neat, considering how much effort they seem to be putting into the game. Hearing about all the different stages of development for different parts of the game. I'm curious about the 5 or so stages of prototype that SMART went through, and what the problems were with each of them, and how they were fixed.
Just putting it in an interesting (and sturdy) box would be cool, so I could put it on a shelf instead of in a drawer. Once upon a time I bought Splinter Cell collectors edition for my old Xbox, and it came in a really nice metal box. All of the writing was on a plastic sheath, so if you got rid of it, the metal case was very minimalist and quite good looking, it had nothing but the 3 dots of light from Sam's goggles on the front.
If they have composed unique music for the game, they could include a soundtrack CD.
Toys or props from the game are hard to pull off well, they tend to either look cheap, or increase the cost by too much. If there's something small and iconic from the game that can be made well, it can be a nice addition, such as the poker chips from FO:NV. They were made well and had a nice feel to them, they weren't just cheap molded plastic.
If they do make a collector's edition though, they should make two, one themed for each faction, even if it just has a different box.