I totally agree and was strangely enough just thinking about this the other day and considering making a blog on the topic. Personally I didn't dig the collectibles in Far Cry 3, the amount of them was just pathetic and they didn't add anything to the game but I can see your point about actually going to find them out.
Some games have done them very well. As you mention Bioshock's audio tapes and while I haven't played any of the Batman games yet I've heard the Riddler trophies are good too. Sly Cooper has the clue bottles which give you a code which gives you something like a new trick or an item, Metal Gear Solid 2 had dogtags which you had to take from guards, things like that can be tricky but worthwhile to get. The one thing I can't stand about Rockstar games though is collectibles, they have to be some of the most annoying and irritating collectibles to find at times (those darn pigeons...).
Prototype 1 had a ton of collectibles as well, but Protoype 2 added some sort of radar to track them down.
I'm an achievement hunter at heart, but i do find collectibles useless in many games. They're just there to increase gameplay time, instead of adding to the game overall.
0°
10°
20°
40°
Ad 
20°
Some games have done them very well. As you mention Bioshock's audio tapes and while I haven't played any of the Batman games yet I've heard the Riddler trophies are good too. Sly Cooper has the clue bottles which give you a code which gives you something like a new trick or an item, Metal Gear Solid 2 had dogtags which you had to take from guards, things like that can be tricky but worthwhile to get. The one thing I can't stand about Rockstar games though is collectibles, they have to be some of the most annoying and irritating collectibles to find at times (those darn pigeons...).
I'm an achievement hunter at heart, but i do find collectibles useless in many games. They're just there to increase gameplay time, instead of adding to the game overall.