When I worked at a thrift store in Seattle in the 90s, I gathered quite a collection of sex books, including classics like The Joy of Sex and a couple different versions of the Kama Sutra. I have no idea where those books ended up. Molding away in storage somewhere, I suppose.
These days, I focus on illustrated books, picture books, and comics, but that includes a growing collection of pinup books, which I find quite sexy. The other day, I got a retrospective of Hijime Sorayama's work, which is quite nice. My favorite recent additions are a series called Sex and Horror, which collects the works of pinup artists doing cover work for Italian "fumetti sexy" (Italian adult comics) during the 1960s-1980s. It's some sensational stuff -- both the subject matter and the skilled painting.
Actually, come to think of it, what I don't have are collections of the classic pinup guys, like George Petty, Gil Elvgren, and Alberto Vargas. I guess I'll add that to the list.