Consumer Guide has a list of 25 recent cars that may be worth holding onto - don't get me wrong, I liked the Oldsmobile Aurora and Saturn Sky Red Line when they were new but collectible? Probably not.
There are a few cars on the list that will likely get some attention when they roll across the auction block in coming years - the 2002 Ford Thuderbird was underwhelming in a lot of ways but it has a V8 and just looks right. The 2003 Mercury Marauder is nothing more than a Crown Vic with blacked out trim but the old guys with money for old cars will like it no matter what I say. Buick Grand National is obvious, but the Buick Reatta and Cadillac Allante might be odd and nothing more. The Consumer Guide list is heavy with American cars - I'd add the second generation MR2 and 1999 Honda Civic Si to the list - good luck finding one that hasn't been ruined. Also, they have the last Mercury Cougar on the list - I say that car is one of the world's worst.