Actually, if it makes you feel any better...most of the 360 cave games do not seem to hold their value nearly as much as the ps2 ones. Most of them can be found for pretty reasonable prices used.
Also, Deathsmiles and Futari both got platinum releases that are pretty cheap. Granted, the original Futari release was region free anyway (so maybe you already have it) and Deathsmiles did get a US release (but from what I read it is inferior to the jpn release).
Yeah, you're right. I've been waiting for the right time to get DOJ and Mushi for PS2 but they're much pricier than the 360 games.
I have Futari and Galuda II as well as US Deathsmiles, but I'm still itching for Ketsui and especially DFK. If I ever get something that can play Japanese games, I'd get Momaru-Kun and maybe Radilgy Noa too. If I got DSII I wouldn't mind getting the Platinum Collection one, but the other ones, I'd definitely prefer the originals.
I guess I should wait a while - there's still a backlog of Cave games I haven't picked up yet - Don Pachi, Do Don Pachi, and the PS2 games (I wouldn't buy Ibara though). And if I ever get a supergun... oh boy... Progear and ESP.Ra.De