I was fortunate to find Alien Soldier listed since I wasn't seeking it out at the time; someone had listed a bunch of Treasure albums and I put my biggest push towards that, though I was really hoping to win Yuke Yuke Trouble Makers as well (outbid while at work).
You will see Axelay more often than Contra III, but it seemed like a lot of times it was simply being relisted since they were starting at over 10k yen.
As far as classic Konami goes there are some albums I would grab if I saw at a good price, but I'm mostly looking for Konami Game Music Collection Vol.5 (which I missed a chance to get a good price and now I'm regretting it) and The Legend of the Mystical Ninja (which I'm not sure I've seen listed under $200). Neither are particularly common to appear either...