NHL cards
 

I'm finding it difficult to find NHL complete sets.
If a complete set is not available, what do you suggest?
Should I go out and buy hobby boxes (or whatever they're calling them) and try to get them all that way?

I feel your pain. Currently released hockey cards are really not catering to set collectors (IMO). Of course there ARE base sets (collecting all the parallels is madness IMO) , but they aren't packaged like baseball cards are (complete sets from the manufacturer). Your best bet is to buy boxes/packs and build sets like I did when I was a kid.

Hobby boxes are more expensive, and have more swag (autographs, game used, etc...). If you are really only interested in building base sets, I would suggest the 'retail' boxes/packs.

My $.02