Besides Ronnie's artwork that is. I believe McCartney and Clapton do and are both pretty savvy.

With BW living in Saint Paul de Vence and Shooting Chagall, with MJ having been very close to Andy Warhol and close friend of David Bowie my answer is YES.
On top of that, I can’t see CW and KR having cheap replicas hanging on the walls of their mansions. And so, YES again.
What I’d find of great interest would be to know what Artist(s) they do collect...

Actually I found this snippet doing a Google search:

JAGGER AND ART

THESE days you are equally as likely to bump into him at an art show as at a music festival. He is often seen at gallery launches in New York and his vast collection includes works by 20th-century English watercolour artist Edward Burra, known for his rather surreal depictions of the urban underworld.

Express

Ronnie collects his own art - [www.RonnieWood.com] .

Mick does . I seem to remember reading that he has some serious and very exquisite pieces in his collection . A man of wealth and taste