No I dont see them as an investment but they can turn into that which is a nice side effect of collecting. They can also quite easily lose money. I also only collect the things I like, not because they might make a profit. I bet deep down though it crosses peoples minds when they buy a piece, especially very limited popular pieces.
I've been into this hobby since the fellowship of the ring came out and I bought my Cave Troll statue, who would of known it would be worth what it is today? It would take a pretty serious financial situation for me to sell my stuff though, once their gone they're hard to replace.