I agree. Limited Editions usually seem to be the least collectible. Winchester does all kinds of limited runs and they never seem to hold their value.
The most valuable guns tend to be production guns that are produced in a limited quantity and are discontinued or import restricted for whatever reason. I have 3 guns that are, or will be worth a lot one day and they're all standard production guns. One of them is made in very limited quantities, though.
The first is my Arsenal SLR-101S. This gun was about $1,100 when they were out and now they're worth about $2,000. Depending on import restrictions it could become worth way more in the future. I plan on keeping it though as European milled receiver AK rifles are few and far between nowadays.
The second is my Winchester 1886 Deluxe. I had to wait about 4 years to get my hands on one and it was the only one at the time selling for under MSRP which is $1,700. I've seen a few used examples on Gunbroker go for $2,500 or higher since. It doesn't have any fancy engraving or inlaying. The main differences are it has a heavy octagonal barrel, case hardened receiver, and grade IV walnut. This is my absolute favorite rifle I own, though, so I'll never sell it.
The third is my CZ 550 Safari Magnum. With CZ discontinuing them I am sure their price will go up similar to the Ruger M77 RSM. Maybe not a ton, but I could see them going for prices in the mid-1,000 range.