For me, it's a few things:
1. Patience. If it's something that comes along pretty often, don't rush to overpay or settle for something you aren't happy with just because you want it now. Another will be along. That said, if it's something harder to come by and you're ready to buy, pounce when when it comes along assuming you're satisfied with it. It's OK to overpay a little IMO (within reason) for something scarce that you really want.
2. Finish what you start. When I was younger I found that I kept selling off stuff I'd started to fund the next obsession. I was having fun but my collection was going nowhere. I finally found the discipline in later years to stick with something until it's done, and now I have a nice collection. Also don't spread yourself too thin and have too many irons in the fire. Stay focused. Especially if you're a set builder. I guess this all goes back to patience, too.
3. Have fun and collect what you like. It doesn't have to be expensive, high grade, or what everyone else likes. If you don't enjoy the hobby then you're doing it wrong.
