Collectibles should ALWAYS be found through an in game mechanic or displayed on map.

[S.Peelman]

I agree.

There should be some in-game unlockable way to make it less tedious to find things. That unlockable thing could still be hard to obtain though.

Short example, I went out to find every last collectible in Tomb Raider 2014 because it was fun to search for them as I could find clues to their whereabouts, whereas I didn't care about finding any of them in Uncharted 4. Though it also helped that the items that could be found in Tom Raider actually had relevance to the surroundings in added to the backstory, so there was an extra incentive, while those in Uncharted are completely random and unrelated.