Simply a short documentary of behind the scenes work surrounding GW2. This can include interviews with voice actors and the staff. Show how decisions were made and what kind of work went into the development of the newest evolution of Guild Wars.
It could answer questions surrounding the possibility of future content and give hints at special easter eggs in the game that give the viewer a slight advantage in finding them.

you know like Proph, Factions, NF CE's where u got kunna, varesh and the cool hand effects or a high end wepon like the VS or the Torment Weapons those were all the leet of leet in GW.. Now GW2 is comming and we want to stem the same great leet players from there. I preorder GW2 and will buy GW2 CE too if you come out with it.....

A lot of collectors like the art books and background info of the game.  Myself, I enjoy figures (i.e. statue, action figures) of characters in game like a Charr, Asuran etc...  To make it a great or superior Collectors Edition (CE), you should add everything.  Extra costumes or skins (that do not make the individual stronger, but look different), Special Mini Pet exclusive to CE, an art book, a making of GW2 dvd, World Map, special emots etc....  The best CE I bought had the art book, world map, action figure (8"), and bonus game content.  My point is not to just put one Collectors piece in the CE, but put a plethora of stuff in it.  Hope this helps, thank you.

It would be really nice if CE would give a gw2 sound track autographed by Jeremy Soule.. but that would also kill his hand... signing all them soundtracks Lol..

Collector's Editions typically come with things such as art, DVDs or CDs, books or booklets, in-game items, electronic items, and apparel.

Most of those great items are ultimately worthless, not because they are valueless, but because they are redundant or unwanted.  CDs and soundtracks end up featured online easily, such as YouTube.  Same with DVDs.  The art also gets uploaded for browsing off the net.  And apparel is nice, but not everyone enjoys getting the chosen item.

Books are another type of item, that could be sold separately.  And electronic items can be not needed (like headsets or gaming mouses) because players already have them.

If a player would like a soundtrack or book, they could easily buy it separately.  Collector's Editions should be special and unique with items that are exclusive to the CE.  If a CE comes with items that can be bought separately (or simply enjoyed by browsing online), why bother spending more money on something with items that can be enjoyed for free, or many may have no interest in?  Many are willing to buy such a CE, but many more weigh how special and unique the CE is, then determine the CE is worth passing up.

So, with that all said, to get the highest amount of purchases of a CE, it would need to appeal to the largest amount of players.  And players love exclusive in-game items.  Ranging from pets, special armor models, clothing models, masks/headgear, weapon models, interactive trinket items like kites or combative miniature toys/race cars (within the technological ability of the lore), emotes, creatures that may hold items for you or help loot kills, character slots.... etc.

Or even codes to use at a later time to redeem something in the future, like the possible land vanity mount (nudge nudge).

I suggest ArenaNet decides on a collection of in-game items for the Collector's Edition, and then sells CDs, art, books, etc. separately as a way to increase revenue.