We have a bunch of collars here too ...
(Smooth) Collies:
For walking and obedience/rally training, thin leather martingales.
For agility, slip leads (so they run 'naked').
For around the house, loose flat buckle or rolled leather collars that they can slip out of if needed. (Rolled leather while being shown, flay nylon once finished and I don't care if there is a 'dent' where the collar goes).
For conformation shows, jewel link chains because I think they're elegant.
(Rough) Collies - when I had them:
Nylon chokes for any activity (show, walking, training)
Thin rolled leather collars for around the house.
American Hairless puppy:
For walking and show training, thin cotton martingale collar/leash combo.
Around the house - no collar because she jumps and climbs. Don't want to hang her!