In Fallout 3, it was a good idea to collect things like Nuka Cola Quantums, Pre-War Books, Sugar Bombs, Skill Books, Bobbleheads, Scrap Metal, and other items for money or certain quests. Now that I'm starting New Vegas, I'm curious about which items are important to collect this time around. I've been collecting the usual important Fallout 3 items, but I'm not sure if I should bother doing that in New Vegas. So what kind of stuff is important to collect out here in the west?

In Fallout 3, I remember selling a load of them to the memorabilia collector in Rivet City assuming he'd buy them at a higher price than elsewhere but other than that, did they do anything?

prewar books are extremely common in nv so i doubt you'll need those

Snowglobes. 
Sunset Sasparilla Star bottlecaps. 
 
A few other things, but those are the two I remember off the top of my head, and the two that you'll see before you get to Primm.

Star Caps. Kill people for them if you have to. It's worth it 0_0

" @Nadafinga:  Magazines are temporary. Skill books raise a stat by 3 permanently.  "

Snow globes.

You can collect Scrap Metal for rep with a certain faction, missiles for another faction, and medical supplies (Stimpaks, but also stuff like Fixer and other drugs) for another. Also, you can collect flowers/meat off animals to make things out of them. I've been buying used syringes from merchants wherever I find them because they are a part of the Stimpack recipe — and I've yet to see a single used syringe "in the wild."
 
Also, I have yet to confirm, but I've looted some NCR dogtags — I'm sure you can turn those in somewhere as well.

NRC Dogtags are turned in at Camp Forlorn Hope