With the release of SCOM 2012 R2 Microsoft has official amended the supported SQL collation settings. In the past you had to use SQL_Latin1_General_CP1_CI_AS, this was due to the data warehouse being installed with this setting by default regardless of the SQL server collation setting. This was a nice addition which has been due for a long time, having collation mismatches between your OpsDB and DW can cause a whole host of issues which are well documented.
Of course the new settings only apply to fresh installations, when upgrading the previous collation settings will still be used.
Click here for the complete supported configuration.
Here is the full list of supported collations:
Latin1_General_100_CI_AS, // EN, IT, DE, PT-BR, NE, PT-PT
Chinese_Simplified_Pinyin_100_CI_AS, // CN simplified
Chinese_Traditional_Stroke_Count_100_CI_AS, // CN traditional, CN-HK
Cyrillic_General_100_CI_AS, // RU