I'd rather collect a set one-by-one, did it with t206 cards and it was a great feeling when I reached my goal. That being said, I started buying Old Judge cards afterwards and if I had a chance to buy a whole player set, along with the money to do it(I'd love to know where this part is coming from) I would definitely buy the whole set because there are players that just don't ever show up. I recently bought two cards at the same time that are on the "very scarce" list from the Miller/Masson/Gonsowski book and that felt like a huge accomplishment.
Collecting sets is much more fun and gratifying than buying complete ones
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