A simple solution for Michael Jackson.
So you were going to auction everything off, but then backed out. Right? Right.
I can't blame you. If I'd collected a pile of crazy that big (oh god, I WISH), I wouldn't want to give it up either.
So here's the solution -- which would keep the insanity intact, as it should be -- get someone to loan you some money (that might be the difficult part), put it all in some sort of Michael Jackson's Psycho Psyche Museum, and then charge admission. Then kick back and live off of the proceeds of that and your Gift Shop of Crazy. I'm sure there are plenty of people who'd pay to see it in person.
I know I would.
(link via HBS Steve)