If you want to get into it, you can limit your collection to things like Team-signed Balls, Govt. PCs and signed Checks. There are lots of autograph mediums that are safer than single-signed balls and the questionable cut signatures you always see.
Autograph Album sheets are another medium that tends to be more reliable, although I suppose a forger could "add" a few sigs to an existing sheet. Usually, these would stand out like a sore thumb, because of different ink, age, etc. If you are still not comfortable with the authenticity of these safer mediums, its probably best to stick with other areas of collecting.
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