I'm not really looking actively for .25s, but I know that they are really difficult to find in good condition. Most of them were "used as intended", and have spent their life rattling around in a pocket, glove box etc together with other items. Another thing I have noticed is that older .25s usually have pitted barrels, you rarely find one with a good bore. All this considered, pocket 25s are probably more difficult to collect than most other guns. It might even be easier to find an excellent Luger than an excellent pocket .25, at least if you're talking WWII and back.
I don't really collect them, but if I find a nice one I usually pick it up anyway. Here's one of the favorites in my collection, how can you possibly resist something like this?