By all means, burn/dispose of the JW stuff you've got. It's too "modern" to be of any value to litter-ature collectors.
However, if you've got a WT CD ROM - especially the latest one, hold onto that and make a copy of it.
I reckon those CD's are already collectors' items - because the cult's writing committee can't alter all of the stuff on it which exposes them for what they really are - a nest of vipers!