Was working on a crazy collection query today for a client and I needed to exclude the members of another collection in addition to the other queries I had already built into the collection. Took me awhile of searching, but I finally found this post on TechNet.
This is the query:
SMS_R_SYSTEM.Client from SMS_R_System where SMS_R_System.Client = 1 and
SMS_R_System.ClientType = 1 and SMS_R_System.ResourceId not in
(select ResourceID from SMS_CM_RES_COLL_XXXxxxxx)
Replace the red XXXxxxxx with the CollectionID you want to use.